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 | 84.00% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 59,928 | 59,928 | 1,421 CHF | 3,478 CHF | 100.00% | 100.00% |
15/05/2024 | 48.85% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 2,636 CHF | 4,316 CHF | 100.00% | 100.00% |
14/05/2024 | 47.23% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,721 CHF | 4,401 CHF | 99.83% | 99.83% |
13/05/2024 | 34.36% | 0.07 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,051 CHF | 5,731 CHF | 100.00% | 100.00% |
10/05/2024 | 35.48% | 0.07 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,901 CHF | 5,581 CHF | 100.00% | 100.00% |
08/05/2024 | 28.90% | 0.08 CHF | 0.11 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,976 CHF | 6,656 CHF | 99.77% | 99.77% |
07/05/2024 | 31.15% | 0.07 CHF | 0.10 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 4,656 CHF | 6,336 CHF | 98.43% | 98.43% |
06/05/2024 | 23.09% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,446 CHF | 8,126 CHF | 100.00% | 100.00% |
03/05/2024 | 16.44% | 0.14 CHF | 0.17 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 9,396 CHF | 11,076 CHF | 99.90% | 99.90% |
02/05/2024 | 17.93% | 0.16 CHF | 0.19 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 8,558 CHF | 10,238 CHF | 99.67% | 99.67% |