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 | 192.94% | 0.00 CHF | 0.08 CHF | 150,000 | 150,000 | 209,713 | 150,000 | 452 CHF | 12,000 CHF | 99.57% | 99.57% |
15/05/2024 | 190.45% | 0.00 CHF | 0.08 CHF | 150,000 | 150,000 | 360,644 | 147,016 | 886 CHF | 11,761 CHF | 93.98% | 93.98% |
14/05/2024 | 163.20% | 0.00 CHF | 0.08 CHF | 150,000 | 150,000 | 476,967 | 147,233 | 4,107 CHF | 11,779 CHF | 46.34% | 46.34% |
13/05/2024 | 155.84% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 4,968 CHF | 12,000 CHF | 95.81% | 95.81% |
10/05/2024 | 156.99% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 484,356 | 145,646 | 4,820 CHF | 11,652 CHF | 92.55% | 92.55% |
08/05/2024 | 161.98% | 0.00 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 4,269 CHF | 12,000 CHF | 99.53% | 99.53% |
07/05/2024 | 156.53% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 499,995 | 150,000 | 4,889 CHF | 12,000 CHF | 97.22% | 97.22% |
06/05/2024 | 157.26% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 4,806 CHF | 12,000 CHF | 99.57% | 99.57% |
03/05/2024 | 157.60% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 499,999 | 150,000 | 4,767 CHF | 12,000 CHF | 99.55% | 99.55% |
02/05/2024 | 161.38% | 0.00 CHF | 0.08 CHF | 150,000 | 150,000 | 458,059 | 149,615 | 4,294 CHF | 11,969 CHF | 73.13% | 73.13% |