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 | 111.11% | 0.01 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,625 CHF | 94.60% | 98.70% |
15/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 497,050 | 74,789 | 4,971 CHF | 2,468 CHF | 73.87% | 94.63% |
14/05/2024 | - | - CHF | 0.03 CHF | 0 | 37,500 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 96.55% |
13/05/2024 | 110.93% | 0.01 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,016 CHF | 2,625 CHF | 95.94% | 95.94% |
10/05/2024 | 54.78% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,979 CHF | 2,625 CHF | 80.69% | 80.69% |
08/05/2024 | 49.46% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 499,171 | 74,927 | 10,565 CHF | 2,609 CHF | 53.39% | 53.39% |
07/05/2024 | 63.89% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 457,682 | 71,569 | 8,512 CHF | 2,439 CHF | 86.13% | 86.13% |
06/05/2024 | 56.09% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,630 CHF | 2,550 CHF | 96.13% | 96.13% |
03/05/2024 | 51.51% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,079 CHF | 2,558 CHF | 95.84% | 95.84% |
02/05/2024 | 58.44% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,424 CHF | 2,550 CHF | 99.13% | 99.13% |