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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 156.54% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 2,138 CHF | 571 CHF | 99.27% | 99.27% |
07/05/2024 | 139.89% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 3,263 CHF | 609 CHF | 99.27% | 99.27% |
06/05/2024 | 161.76% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 1,809 CHF | 560 CHF | 99.27% | 99.27% |
03/05/2024 | 127.68% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 4,289 CHF | 643 CHF | 99.09% | 99.09% |
02/05/2024 | 120.39% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 5,117 CHF | 671 CHF | 99.23% | 99.23% |
30/04/2024 | 142.99% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 2,991 CHF | 600 CHF | 99.13% | 99.13% |
29/04/2024 | 128.94% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 4,174 CHF | 639 CHF | 99.07% | 99.07% |
26/04/2024 | 106.74% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 6,651 CHF | 722 CHF | 99.26% | 99.26% |
25/04/2024 | 124.37% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 4,602 CHF | 653 CHF | 98.28% | 98.28% |
24/04/2024 | 85.90% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 10,053 CHF | 835 CHF | 99.26% | 99.26% |