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 | - | 100.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.63% |
15/05/2024 | - | 100.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.43% |
14/05/2024 | - | 100.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.95% |
13/05/2024 | - | 100.80 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | - | 100.70 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.84% |
08/05/2024 | - | 100.70 % | - % | 500,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.91% |
07/05/2024 | 1.28% | 100.80 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 102,100 CHF | 34.37% | 99.43% |
06/05/2024 | 1.28% | 100.80 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 102,100 CHF | 100.00% | 100.00% |
03/05/2024 | 1.28% | 100.80 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 504,000 CHF | 102,100 CHF | 100.00% | 100.00% |
02/05/2024 | 1.28% | 100.70 % | 102.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,867 CHF | 102,073 CHF | 99.17% | 99.17% |