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 | 300,000 | 100,000 | 295,265 | 100,000 | 2,953 CHF | 2,000 CHF | 56.65% | 91.43% |
15/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 292,885 | 98,179 | 2,929 CHF | 1,964 CHF | 40.85% | 86.00% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 299,999 | 100,000 | 3,000 CHF | 2,000 CHF | 67.01% | 76.14% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 241,100 | 100,000 | 2,411 CHF | 2,000 CHF | 35.29% | 85.24% |
10/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 289,847 | 100,000 | 2,898 CHF | 2,000 CHF | 43.15% | 86.07% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 299,999 | 100,000 | 3,000 CHF | 2,000 CHF | 51.95% | 75.27% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 239,059 | 100,000 | 2,391 CHF | 2,000 CHF | 51.51% | 73.89% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 235,437 | 100,000 | 2,354 CHF | 2,000 CHF | 63.22% | 77.40% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 299,999 | 100,000 | 3,000 CHF | 2,000 CHF | 44.14% | 94.92% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 290,800 | 100,000 | 2,908 CHF | 2,000 CHF | 39.91% | 98.71% |