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 | 65.07% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,180 CHF | 2,060 CHF | 76.69% | 76.69% |
15/05/2024 | 33.45% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 296,519 | 98,840 | 7,614 CHF | 3,526 CHF | 63.67% | 63.67% |
14/05/2024 | 34.73% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 7,385 CHF | 3,462 CHF | 80.05% | 80.05% |
13/05/2024 | 44.38% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,507 CHF | 2,836 CHF | 69.67% | 69.67% |
10/05/2024 | 66.21% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,051 CHF | 2,017 CHF | 90.84% | 90.84% |
08/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 299,999 | 100,000 | 3,000 CHF | 2,000 CHF | 10.91% | 37.82% |
07/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 10.08% | 34.80% |
06/05/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 54.49% |
03/05/2024 | - | - CHF | 0.01 CHF | 0 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.63% |
02/05/2024 | - | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.12% |