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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 163.00% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 741,902 | 741,902 | 1,551 CHF | 14,896 CHF | 100.00% | 100.00% |
23/05/2024 | 133.97% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 719,580 | 719,580 | 2,878 CHF | 14,441 CHF | 100.00% | 100.00% |
22/05/2024 | 113.52% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 715,566 | 715,566 | 3,902 CHF | 14,355 CHF | 100.00% | 100.00% |
21/05/2024 | 157.55% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,370 | 743,370 | 1,913 CHF | 14,940 CHF | 99.78% | 99.78% |
17/05/2024 | 134.07% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,294 | 743,294 | 2,967 CHF | 14,917 CHF | 100.00% | 100.00% |
16/05/2024 | 134.04% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,381 | 743,381 | 2,974 CHF | 14,942 CHF | 100.00% | 100.00% |
15/05/2024 | 132.21% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 729,045 | 729,045 | 3,058 CHF | 14,692 CHF | 100.00% | 100.00% |
14/05/2024 | 133.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 751,468 | 751,468 | 3,052 CHF | 15,081 CHF | 100.00% | 100.00% |
13/05/2024 | 157.74% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 761,687 | 761,687 | 1,937 CHF | 15,293 CHF | 99.86% | 99.86% |
10/05/2024 | 138.24% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 730,900 | 730,900 | 2,642 CHF | 14,670 CHF | 100.00% | 100.00% |