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 | 164.05% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,566 | 743,566 | 1,487 CHF | 14,951 CHF | 100.00% | 100.00% |
15/05/2024 | 162.67% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 729,056 | 729,056 | 1,548 CHF | 14,708 CHF | 100.00% | 100.00% |
14/05/2024 | 163.31% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 751,463 | 751,463 | 1,549 CHF | 15,087 CHF | 100.00% | 100.00% |
13/05/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 761,682 | 761,682 | 1,523 CHF | 15,293 CHF | 99.86% | 99.86% |
10/05/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 730,908 | 730,908 | 1,462 CHF | 14,677 CHF | 100.00% | 100.00% |
08/05/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 735,749 | 735,749 | 1,472 CHF | 14,782 CHF | 96.51% | 96.51% |
07/05/2024 | 134.01% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 708,957 | 708,957 | 2,836 CHF | 14,238 CHF | 97.41% | 97.41% |
06/05/2024 | 128.44% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 725,906 | 725,906 | 3,296 CHF | 14,558 CHF | 98.41% | 98.41% |
03/05/2024 | 121.02% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 720,955 | 720,955 | 3,682 CHF | 14,463 CHF | 99.97% | 99.97% |
02/05/2024 | 96.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 711,312 | 711,312 | 4,945 CHF | 14,266 CHF | 100.00% | 100.00% |