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 | 35.82% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,506 CHF | 3,552 CHF | 87.32% | 87.32% |
15/05/2024 | 43.39% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 299,256 | 99,752 | 5,985 CHF | 3,100 CHF | 97.11% | 97.11% |
14/05/2024 | 33.24% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,039 CHF | 3,712 CHF | 98.56% | 98.56% |
13/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,000 CHF | 4,000 CHF | 96.49% | 96.49% |
10/05/2024 | 30.90% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,520 CHF | 3,856 CHF | 98.02% | 98.02% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.74% | 99.74% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 90.72% | 90.72% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 97.92% | 97.92% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 97.83% | 97.83% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.41% | 99.41% |