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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/05/2024 | 119.26% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,018 CHF | 4,018 CHF | 99.74% | 99.74% |
29/05/2024 | 123.76% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 4,258 CHF | 93.02% | 93.02% |
28/05/2024 | 103.41% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,441 CHF | 4,512 CHF | 100.00% | 100.00% |
27/05/2024 | 97.94% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,443 CHF | 4,202 CHF | 99.91% | 99.91% |
24/05/2024 | 120.00% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,000 CHF | 4,000 CHF | 30.69% | 30.69% |
23/05/2024 | 96.57% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,403 CHF | 4,000 CHF | 98.54% | 98.54% |
22/05/2024 | 111.58% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,145 CHF | 4,000 CHF | 92.19% | 92.19% |
21/05/2024 | 117.19% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,038 CHF | 3,967 CHF | 100.00% | 100.00% |
17/05/2024 | 115.11% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,084 CHF | 4,000 CHF | 100.00% | 100.00% |
16/05/2024 | 96.73% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,320 CHF | 93.56% | 93.56% |