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 | - | 0.03 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.68% |
29/05/2024 | - | 0.03 CHF | - CHF | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.41% |
28/05/2024 | 42.59% | 0.03 CHF | 0.08 CHF | 5,000 | 5,000 | 499,954 | 12,169 | 27,716 CHF | 1,040 CHF | 78.73% | 91.18% |
27/05/2024 | 40.00% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 30,001 CHF | 2,250 CHF | 99.68% | 99.68% |
24/05/2024 | 47.16% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 20,247 | 20,773 CHF | 1,281 CHF | 99.68% | 99.68% |
23/05/2024 | 52.47% | 0.03 CHF | 0.08 CHF | 5,000 | 5,000 | 410,113 | 12,076 | 19,388 CHF | 944 CHF | 99.68% | 99.68% |
22/05/2024 | 24.27% | 0.08 CHF | 0.13 CHF | 5,000 | 5,000 | 300,504 | 11,000 | 40,245 CHF | 1,776 CHF | 98.50% | 98.50% |
21/05/2024 | 15.91% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 295,941 | 12,554 | 50,840 CHF | 2,546 CHF | 79.20% | 79.20% |
17/05/2024 | 11.34% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 225,123 | 17,838 | 50,598 CHF | 4,529 CHF | 92.20% | 92.20% |
16/05/2024 | 33.21% | 0.12 CHF | 0.13 CHF | 420,000 | 50,000 | 498,565 | 15,369 | 36,129 CHF | 1,571 CHF | 85.64% | 85.64% |