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 | 123.08% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 2,100 CHF | 11.54% | 56.33% |
28/05/2024 | 110.28% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 6,227 CHF | 2,100 CHF | 72.84% | 92.95% |
27/05/2024 | 123.08% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 2,100 CHF | 61.24% | 95.68% |
24/05/2024 | 120.71% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,227 CHF | 2,100 CHF | 62.79% | 63.72% |
23/05/2024 | 121.57% | 0.01 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 2,050 CHF | 36.69% | 92.32% |
22/05/2024 | - | - CHF | 0.04 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.30% |
21/05/2024 | - | - CHF | 0.04 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 78.79% |
17/05/2024 | - | - CHF | 0.04 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.60% |
16/05/2024 | - | - CHF | 0.04 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.34% |
15/05/2024 | - | - CHF | 0.04 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.46% |