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 | 134.04% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,381 | 743,381 | 2,974 CHF | 14,942 CHF | 100.00% | 100.00% |
15/05/2024 | 132.21% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 729,045 | 729,045 | 3,058 CHF | 14,692 CHF | 100.00% | 100.00% |
14/05/2024 | 133.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 751,468 | 751,468 | 3,052 CHF | 15,081 CHF | 100.00% | 100.00% |
13/05/2024 | 157.74% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 761,687 | 761,687 | 1,937 CHF | 15,293 CHF | 99.86% | 99.86% |
10/05/2024 | 138.24% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 730,900 | 730,900 | 2,642 CHF | 14,670 CHF | 100.00% | 100.00% |
08/05/2024 | 131.57% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 735,762 | 735,762 | 3,050 CHF | 14,775 CHF | 96.52% | 96.52% |
07/05/2024 | 88.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 708,955 | 708,955 | 5,439 CHF | 14,223 CHF | 97.41% | 97.41% |
06/05/2024 | 70.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 725,914 | 725,914 | 7,172 CHF | 14,660 CHF | 98.41% | 98.41% |
03/05/2024 | 77.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 720,962 | 720,962 | 6,498 CHF | 14,451 CHF | 99.97% | 99.97% |
02/05/2024 | 58.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 711,313 | 711,313 | 8,594 CHF | 15,738 CHF | 100.00% | 100.00% |