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 | 299,536 | 99,884 | 2,995 CHF | 1,998 CHF | 89.71% | 91.89% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 297,318 | 99,106 | 2,973 CHF | 1,982 CHF | 83.76% | 84.19% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 76.24% | 76.35% |
13/05/2024 | 66.02% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 299,995 | 100,000 | 3,073 CHF | 2,024 CHF | 25.91% | 85.38% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 299,995 | 100,000 | 3,000 CHF | 2,000 CHF | 61.81% | 87.25% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 49.63% | 72.24% |
07/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 44.30% | 79.53% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 43.31% | 80.12% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 91.98% | 96.37% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 2,000 CHF | 84.97% | 98.71% |