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 | - | 96.18 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.99% |
15/05/2024 | - | 92.83 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
14/05/2024 | - | 89.17 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.48% |
13/05/2024 | - | 92.68 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | - | 91.87 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
08/05/2024 | - | 89.28 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
07/05/2024 | - | 89.88 % | - % | 250,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.45% |
06/05/2024 | 0.94% | 86.13 % | 85.74 % | 250,000 | 250,000 | 250,000 | 250,000 | 211,146 CHF | 213,146 CHF | 0.77% | 100.00% |
03/05/2024 | 0.96% | 84.60 % | 85.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 206,385 CHF | 208,385 CHF | 86.29% | 86.29% |
02/05/2024 | 0.92% | 80.61 % | 81.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 216,225 CHF | 218,225 CHF | 98.10% | 98.10% |