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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,000 CHF | 87.58% | 88.90% |
15/05/2024 | 66.48% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 49,976 | 5,934 CHF | 1,165 CHF | 84.14% | 86.02% |
14/05/2024 | 82.79% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 479,130 | 48,902 | 4,939 CHF | 1,235 CHF | 89.09% | 89.90% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 250 CHF | 750 CHF | 68.10% | 78.00% |
10/05/2024 | 100.08% | 0.01 CHF | 0.02 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 376 CHF | 1,128 CHF | 96.52% | 98.91% |
08/05/2024 | 93.38% | 0.01 CHF | 0.02 CHF | 25,000 | 25,000 | 102,455 | 29,077 | 1,360 CHF | 833 CHF | 12.25% | 96.23% |
07/05/2024 | 49.44% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,395 CHF | 2,033 CHF | 94.08% | 94.08% |
06/05/2024 | 51.45% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,255 CHF | 1,358 CHF | 93.80% | 93.80% |
03/05/2024 | 45.50% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 8,969 CHF | 2,095 CHF | 94.08% | 94.08% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 5.60% | 66.37% |