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 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 29.90% | 98.49% |
15/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 49.40% | 98.31% |
14/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 99.37% | 99.37% |
13/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,500 CHF | 2,750 CHF | 98.93% | 98.93% |
10/05/2024 | 163.34% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,756 CHF | 2,793 CHF | 99.37% | 99.37% |
08/05/2024 | 158.95% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 2,075 CHF | 2,846 CHF | 99.36% | 99.36% |
07/05/2024 | 148.05% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 2,789 CHF | 2,965 CHF | 94.72% | 94.72% |
06/05/2024 | 131.72% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 4,151 CHF | 3,192 CHF | 99.36% | 99.36% |
03/05/2024 | 164.30% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 1,650 CHF | 2,775 CHF | 99.36% | 99.36% |
02/05/2024 | 125.28% | 0.00 CHF | 0.01 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 4,661 CHF | 3,277 CHF | 99.37% | 99.37% |