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 | 86.73% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,265 CHF | 3,100 CHF | 87.33% | 87.33% |
15/05/2024 | 102.44% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 99,752 | 99,752 | 998 CHF | 3,092 CHF | 97.11% | 97.11% |
14/05/2024 | 62.13% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,680 CHF | 3,100 CHF | 98.56% | 98.56% |
13/05/2024 | 43.14% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 124,579 | 100,000 | 2,492 CHF | 3,100 CHF | 96.50% | 96.50% |
10/05/2024 | 48.96% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 104,501 | 100,000 | 1,992 CHF | 3,100 CHF | 98.02% | 98.02% |
08/05/2024 | 97.89% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,035 CHF | 3,000 CHF | 99.74% | 99.74% |
07/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 90.72% | 90.72% |
06/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 97.92% | 97.92% |
03/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 97.84% | 97.84% |
02/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 99.41% | 99.41% |