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 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 4.39% | 99.25% |
15/05/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 53.77% | 98.90% |
14/05/2024 | 91.28% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,143 CHF | 1,374 CHF | 99.22% | 99.98% |
13/05/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 2.57% | 100.00% |
10/05/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 0.64% | 100.00% |
08/05/2024 | 92.51% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,365 CHF | 22.60% | 98.86% |
07/05/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 96.43% | 96.43% |
06/05/2024 | 88.89% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,300 CHF | 94.43% | 100.00% |
03/05/2024 | 68.80% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,396 CHF | 1,456 CHF | 97.93% | 97.93% |
02/05/2024 | 47.44% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,975 CHF | 1,634 CHF | 99.39% | 99.39% |