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 | - | 100.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.50% |
15/05/2024 | - | 100.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
14/05/2024 | - | 100.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.91% |
13/05/2024 | - | 100.30 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | - | 100.20 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
08/05/2024 | - | 98.90 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.91% |
07/05/2024 | 0.81% | 98.70 % | 99.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 491,720 CHF | 99,144 CHF | 29.66% | 96.75% |
06/05/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 489,232 CHF | 98,646 CHF | 100.00% | 100.00% |
03/05/2024 | 0.82% | 97.90 % | 98.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 486,307 CHF | 98,061 CHF | 100.00% | 100.00% |
02/05/2024 | 0.81% | 96.40 % | 97.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 490,523 CHF | 98,905 CHF | 100.00% | 100.00% |