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 | - | - CHF | 0.03 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 91.69% |
15/05/2024 | 150.10% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 198,469 | 198,469 | 796 CHF | 5,557 CHF | 67.91% | 97.42% |
14/05/2024 | 150.00% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 800 CHF | 5,600 CHF | 79.38% | 86.30% |
13/05/2024 | 139.39% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,000 CHF | 5,600 CHF | 85.01% | 85.01% |
10/05/2024 | 144.07% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 879 CHF | 5,400 CHF | 93.10% | 93.10% |
08/05/2024 | 146.47% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 835 CHF | 5,400 CHF | 100.00% | 100.00% |
07/05/2024 | 145.82% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 862 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 | 185.19% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200 CHF | 5,200 CHF | 92.96% | 92.96% |
02/05/2024 | 185.71% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 200 CHF | 5,400 CHF | 92.16% | 92.16% |