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 | 111.77% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 177,889 | 177,889 | 1,592 CHF | 5,179 CHF | 90.72% | 90.72% |
15/05/2024 | 96.88% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 198,016 | 198,016 | 2,073 CHF | 5,869 CHF | 97.42% | 97.42% |
14/05/2024 | 96.25% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 191,973 | 191,973 | 2,044 CHF | 5,696 CHF | 86.30% | 86.30% |
13/05/2024 | 82.12% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,655 CHF | 6,354 CHF | 85.01% | 85.01% |
10/05/2024 | 87.11% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,404 CHF | 6,097 CHF | 93.10% | 93.10% |
08/05/2024 | 88.24% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,340 CHF | 6,025 CHF | 100.00% | 100.00% |
07/05/2024 | 87.57% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 199,894 | 200,000 | 2,378 CHF | 6,062 CHF | 98.35% | 98.35% |
06/05/2024 | 140.91% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 941 CHF | 5,400 CHF | 100.00% | 100.00% |
03/05/2024 | 127.70% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,150 CHF | 5,200 CHF | 96.54% | 96.54% |
02/05/2024 | 111.11% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,547 CHF | 5,400 CHF | 92.16% | 92.16% |