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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 125.26% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,289 CHF | 5,600 CHF | 95.34% | 95.34% |
28/05/2024 | 128.34% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,224 CHF | 5,600 CHF | 100.00% | 100.00% |
27/05/2024 | 129.89% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,190 CHF | 5,600 CHF | 97.28% | 97.28% |
24/05/2024 | 144.60% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 934 CHF | 5,800 CHF | 89.25% | 91.68% |
23/05/2024 | 134.87% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,092 CHF | 5,600 CHF | 97.97% | 97.97% |
22/05/2024 | 142.64% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 973 CHF | 5,800 CHF | 90.59% | 90.59% |
21/05/2024 | 151.45% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 148,974 | 148,974 | 745 CHF | 4,420 CHF | 100.00% | 100.00% |
17/05/2024 | 119.86% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,455 CHF | 5,800 CHF | 100.00% | 100.00% |
16/05/2024 | 126.04% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 177,127 | 177,127 | 1,266 CHF | 5,034 CHF | 91.61% | 91.61% |
15/05/2024 | 103.48% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 198,016 | 198,016 | 1,841 CHF | 5,677 CHF | 97.42% | 97.42% |