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 | 154.87% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 193,856 | 193,856 | 709 CHF | 5,440 CHF | 75.28% | 91.69% |
15/05/2024 | 129.36% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 197,242 | 198,016 | 1,222 CHF | 5,546 CHF | 97.42% | 97.42% |
14/05/2024 | 124.46% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 191,973 | 191,973 | 1,304 CHF | 5,398 CHF | 86.30% | 86.30% |
13/05/2024 | 108.64% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,659 CHF | 5,600 CHF | 85.01% | 85.01% |
10/05/2024 | 112.47% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,515 CHF | 5,400 CHF | 93.10% | 93.10% |
08/05/2024 | 115.10% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,457 CHF | 5,400 CHF | 100.00% | 100.00% |
07/05/2024 | 115.44% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,462 CHF | 5,400 CHF | 95.82% | 95.82% |
06/05/2024 | 179.39% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 295 CHF | 5,400 CHF | 100.00% | 100.00% |
03/05/2024 | 164.46% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 509 CHF | 5,200 CHF | 93.94% | 93.94% |
02/05/2024 | 159.77% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 605 CHF | 5,400 CHF | 92.16% | 92.16% |