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 | - | 0.00 CHF | - CHF | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.22% |
28/05/2024 | 133.34% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 105,634 | 105,634 | 106 CHF | 529 CHF | 72.70% | 85.15% |
27/05/2024 | 142.85% | 0.00 CHF | 0.01 CHF | 100,000 | 100,000 | 89,494 | 89,494 | 89 CHF | 536 CHF | 99.35% | 99.35% |
24/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 17,333 | 17,333 | 17 CHF | 520 CHF | 83.58% | 83.58% |
23/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 13,030 | 13,030 | 13 CHF | 391 CHF | 79.44% | 79.44% |
22/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 30,641 | 30,641 | 31 CHF | 919 CHF | 98.30% | 98.30% |
21/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 30,523 | 30,523 | 31 CHF | 916 CHF | 99.44% | 99.44% |
17/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 30,524 | 30,524 | 31 CHF | 916 CHF | 99.47% | 99.47% |
16/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 30,544 | 30,544 | 31 CHF | 916 CHF | 99.36% | 99.36% |
15/05/2024 | 187.10% | 0.00 CHF | 0.03 CHF | 100,000 | 100,000 | 32,533 | 30,302 | 33 CHF | 909 CHF | 98.67% | 98.67% |