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 | 182.65% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 255 CHF | 5,600 CHF | 69.14% | 91.69% |
15/05/2024 | 148.86% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 198,008 | 198,008 | 848 CHF | 5,544 CHF | 97.04% | 97.42% |
14/05/2024 | 139.38% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 CHF | 5,600 CHF | 79.38% | 86.30% |
13/05/2024 | 129.41% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,200 CHF | 5,600 CHF | 85.01% | 85.01% |
10/05/2024 | 132.65% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,095 CHF | 5,400 CHF | 93.10% | 93.10% |
08/05/2024 | 133.41% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,080 CHF | 5,400 CHF | 100.00% | 100.00% |
07/05/2024 | 137.35% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 196,089 | 200,000 | 1,019 CHF | 5,400 CHF | 95.82% | 95.82% |
06/05/2024 | 185.71% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200 CHF | 5,400 CHF | 100.00% | 100.00% |
03/05/2024 | 177.67% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 309 CHF | 5,200 CHF | 92.97% | 92.97% |
02/05/2024 | 173.10% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 390 CHF | 5,400 CHF | 92.16% | 92.16% |