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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,073 | 250,000 | 994 CHF | 2,500 CHF | 99.24% | 99.24% |
15/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,673 | 250,000 | 995 CHF | 2,500 CHF | 99.39% | 99.39% |
14/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 985,706 | 250,000 | 986 CHF | 2,500 CHF | 99.16% | 99.16% |
13/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 996,172 | 250,000 | 996 CHF | 2,500 CHF | 99.38% | 99.38% |
10/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 990,419 | 250,000 | 990 CHF | 2,500 CHF | 99.38% | 99.38% |
08/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 988,071 | 250,000 | 988 CHF | 2,500 CHF | 78.43% | 78.43% |
07/05/2024 | 102.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,507 | 250,000 | 4,791 CHF | 3,750 CHF | 99.24% | 99.24% |
06/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,161 | 250,000 | 3,953 CHF | 3,750 CHF | 99.14% | 99.14% |
03/05/2024 | 114.09% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,389 | 250,000 | 4,085 CHF | 3,750 CHF | 99.38% | 99.38% |
02/05/2024 | 110.90% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,725 | 250,000 | 4,285 CHF | 3,750 CHF | 99.19% | 99.19% |