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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 99.54% | 99.54% |
24/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 99.55% | 99.55% |
23/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 99.56% | 99.56% |
22/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 499,999 | 150,000 | 5,000 CHF | 12,000 CHF | 98.40% | 98.40% |
21/05/2024 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 99.52% | 99.52% |
17/05/2024 | 121.29% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 9,818 CHF | 12,000 CHF | 98.95% | 98.95% |
16/05/2024 | 120.42% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 9,941 CHF | 12,000 CHF | 99.57% | 99.57% |
15/05/2024 | 122.20% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 485,815 | 146,052 | 9,708 CHF | 11,684 CHF | 99.51% | 99.51% |
14/05/2024 | 92.14% | 0.00 CHF | 0.08 CHF | 15,000 | 15,000 | 494,094 | 148,356 | 14,826 CHF | 11,869 CHF | 64.16% | 64.16% |
13/05/2024 | 90.91% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 14,999 CHF | 12,000 CHF | 99.56% | 99.56% |