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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 67.53% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 487,690 | 49,352 | 4,877 CHF | 994 CHF | 98.58% | 98.58% |
13/05/2024 | 65.47% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,225 CHF | 1,023 CHF | 100.00% | 100.00% |
10/05/2024 | 48.58% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,391 CHF | 1,339 CHF | 93.16% | 93.16% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 99.64% | 99.64% |
07/05/2024 | 57.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 6,687 CHF | 1,169 CHF | 92.49% | 92.49% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 100.00% | 100.00% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 81.78% | 96.17% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 1.50% | 97.17% |
30/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 84.92% | 100.00% |
29/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 25.70% | 100.00% |