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 | 164.06% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 743,370 | 743,370 | 1,487 CHF | 14,951 CHF | 100.00% | 100.00% |
15/05/2024 | 164.15% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 729,032 | 729,032 | 1,458 CHF | 14,707 CHF | 100.00% | 100.00% |
14/05/2024 | 164.01% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 751,475 | 751,475 | 1,503 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 | 761,686 | 761,686 | 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 | 731,034 | 731,034 | 1,462 CHF | 14,679 CHF | 100.00% | 100.00% |
08/05/2024 | 164.04% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 735,750 | 735,750 | 1,472 CHF | 14,782 CHF | 96.52% | 96.52% |
07/05/2024 | 164.02% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 709,305 | 709,305 | 1,419 CHF | 14,244 CHF | 97.38% | 97.38% |
06/05/2024 | 133.87% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 725,911 | 725,911 | 2,904 CHF | 14,561 CHF | 98.41% | 98.41% |
03/05/2024 | 134.08% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 720,960 | 720,960 | 2,876 CHF | 14,469 CHF | 99.97% | 99.97% |
02/05/2024 | 133.62% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 711,313 | 711,313 | 2,862 CHF | 14,276 CHF | 100.00% | 100.00% |