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 | 992,374 | 250,000 | 992 CHF | 2,500 CHF | 99.27% | 99.27% |
15/05/2024 | 160.66% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 993,139 | 250,000 | 1,180 CHF | 2,578 CHF | 99.39% | 99.39% |
14/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.16% | 99.16% |
13/05/2024 | 116.03% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,801 | 250,000 | 3,964 CHF | 3,744 CHF | 99.38% | 99.38% |
10/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,098 | 250,000 | 3,948 CHF | 3,750 CHF | 99.39% | 99.39% |
08/05/2024 | 160.01% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,227 CHF | 2,595 CHF | 99.39% | 99.39% |
07/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 993,920 | 250,000 | 994 CHF | 2,500 CHF | 99.21% | 99.21% |
06/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,258 | 250,000 | 994 CHF | 2,500 CHF | 99.21% | 99.21% |
03/05/2024 | 163.27% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,813 | 250,000 | 1,016 CHF | 2,510 CHF | 99.38% | 99.38% |
02/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 982,361 | 250,000 | 982 CHF | 2,500 CHF | 99.38% | 99.38% |