Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 164.68% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,084 CHF | 5,542 CHF | 98.89% | 98.89% |
15/05/2024 | 134.15% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,533 CHF | 6,267 CHF | 98.35% | 98.35% |
14/05/2024 | 131.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,667 CHF | 6,333 CHF | 98.68% | 98.68% |
13/05/2024 | 130.23% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,707 CHF | 6,354 CHF | 94.85% | 94.85% |
10/05/2024 | 120.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,327 CHF | 6,663 CHF | 98.80% | 98.80% |
08/05/2024 | 111.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,966 CHF | 6,983 CHF | 98.77% | 98.77% |
07/05/2024 | 87.97% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,397 CHF | 8,199 CHF | 99.16% | 99.16% |
06/05/2024 | 74.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,483 CHF | 9,241 CHF | 99.11% | 99.11% |
03/05/2024 | 67.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,923 CHF | 9,962 CHF | 99.06% | 99.06% |
02/05/2024 | 64.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,531 CHF | 10,266 CHF | 98.79% | 98.79% |