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 | 0.00 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.27% |
15/05/2024 | - | - CHF | 0.00 CHF | 0 | 200,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.08% |
14/05/2024 | 150.00% | 0.00 CHF | 0.00 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 1,500 CHF | 1,400 CHF | 49.85% | 99.27% |
13/05/2024 | 150.00% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 1,500 CHF | 1,400 CHF | 98.81% | 98.81% |
10/05/2024 | 110.93% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 3,695 CHF | 1,693 CHF | 99.27% | 99.27% |
08/05/2024 | 130.15% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 2,787 CHF | 1,572 CHF | 99.27% | 99.27% |
07/05/2024 | 78.15% | 0.01 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 7,180 CHF | 2,157 CHF | 99.27% | 99.27% |
06/05/2024 | 103.37% | 0.01 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,499,770 | 200,000 | 4,793 CHF | 1,839 CHF | 99.27% | 99.27% |
03/05/2024 | 97.61% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 4,805 CHF | 1,841 CHF | 99.15% | 99.15% |
02/05/2024 | 147.61% | 0.00 CHF | 0.01 CHF | 1,500,000 | 200,000 | 1,500,000 | 200,000 | 1,619 CHF | 1,416 CHF | 99.19% | 99.19% |