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 | 89.44% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 177,058 | 177,058 | 2,383 CHF | 5,921 CHF | 91.69% | 91.69% |
15/05/2024 | 80.16% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 198,016 | 198,016 | 2,735 CHF | 6,372 CHF | 97.42% | 97.42% |
14/05/2024 | 86.89% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 191,973 | 191,973 | 2,451 CHF | 6,087 CHF | 86.30% | 86.30% |
13/05/2024 | 75.79% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,000 CHF | 6,660 CHF | 85.01% | 85.01% |
10/05/2024 | 79.63% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,792 CHF | 6,471 CHF | 93.10% | 93.10% |
08/05/2024 | 77.94% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,830 CHF | 6,444 CHF | 100.00% | 100.00% |
07/05/2024 | 76.37% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,942 CHF | 6,574 CHF | 98.92% | 98.92% |
06/05/2024 | 72.22% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,205 CHF | 6,819 CHF | 100.00% | 100.00% |
03/05/2024 | 70.64% | 0.02 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,299 CHF | 6,899 CHF | 96.55% | 96.55% |
02/05/2024 | 75.41% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,004 CHF | 6,639 CHF | 92.16% | 92.16% |