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 | 195.06% | 0.00 CHF | 0.08 CHF | 150,000 | 150,000 | 473,396 | 150,000 | 473 CHF | 12,000 CHF | 52.08% | 52.08% |
15/05/2024 | 195.06% | 0.00 CHF | 0.08 CHF | 500,000 | 150,000 | 485,079 | 145,847 | 485 CHF | 11,668 CHF | 94.60% | 94.60% |
14/05/2024 | 166.03% | 0.00 CHF | 0.08 CHF | 500,000 | 150,000 | 494,652 | 148,512 | 3,802 CHF | 11,881 CHF | 86.14% | 86.14% |
13/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 81.85% | 81.85% |
10/05/2024 | 156.89% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 484,841 | 145,781 | 4,832 CHF | 11,662 CHF | 95.51% | 95.51% |
08/05/2024 | 173.70% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 2,933 CHF | 12,000 CHF | 95.58% | 95.58% |
07/05/2024 | 166.62% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 3,739 CHF | 12,000 CHF | 99.30% | 99.30% |
06/05/2024 | 166.46% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 3,758 CHF | 12,000 CHF | 99.57% | 99.57% |
03/05/2024 | 170.20% | 0.00 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 3,332 CHF | 12,000 CHF | 88.72% | 88.72% |
02/05/2024 | 158.58% | 0.00 CHF | 0.08 CHF | 500,000 | 150,000 | 497,349 | 149,262 | 4,652 CHF | 11,941 CHF | 76.23% | 76.23% |