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 | - | 96.93 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
15/05/2024 | - | 92.52 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/05/2024 | - | 87.67 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 95.83% |
13/05/2024 | - | 92.45 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | - | 90.74 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/05/2024 | - | 86.46 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | - | 86.89 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
06/05/2024 | 1.00% | 81.83 % | 80.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,555 CHF | 201,555 CHF | 0.76% | 96.87% |
03/05/2024 | 1.00% | 78.74 % | 79.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 190,517 CHF | 192,431 CHF | 80.33% | 80.33% |
02/05/2024 | 0.97% | 73.41 % | 74.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,882 CHF | 205,865 CHF | 96.75% | 96.75% |