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 | 98.08% | 0.01 CHF | 0.03 CHF | 500,000 | 200,000 | 202,363 | 177,889 | 2,354 CHF | 5,541 CHF | 90.72% | 90.72% |
15/05/2024 | 87.18% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 198,016 | 198,016 | 2,426 CHF | 6,088 CHF | 97.42% | 97.42% |
14/05/2024 | 89.69% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 191,973 | 191,973 | 2,323 CHF | 5,971 CHF | 86.30% | 86.30% |
13/05/2024 | 75.78% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,022 CHF | 6,707 CHF | 85.01% | 85.01% |
10/05/2024 | 80.08% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,754 CHF | 6,421 CHF | 93.10% | 93.10% |
08/05/2024 | 80.79% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,665 CHF | 6,272 CHF | 100.00% | 100.00% |
07/05/2024 | 79.83% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,726 CHF | 6,338 CHF | 98.10% | 98.10% |
06/05/2024 | 128.99% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,170 CHF | 5,400 CHF | 100.00% | 100.00% |
03/05/2024 | 114.45% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,418 CHF | 5,200 CHF | 96.54% | 96.54% |
02/05/2024 | 98.19% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,909 CHF | 5,573 CHF | 92.16% | 92.16% |