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 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 75.97% |
28/05/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 75.25% |
27/05/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 46.70% |
24/05/2024 | - | - CHF | 0.02 CHF | 0 | 75,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 61.72% |
23/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 0.00% | 55.86% |
22/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 4.78% | 64.76% |
21/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 12.38% | 59.10% |
17/05/2024 | 66.30% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,069 CHF | 1,510 CHF | 55.29% | 58.73% |
16/05/2024 | 54.66% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 493,255 | 75,000 | 7,117 CHF | 1,838 CHF | 49.49% | 49.49% |
15/05/2024 | 66.65% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,034 | 5,004 CHF | 1,481 CHF | 70.41% | 72.11% |