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 | 62.69% | 0.02 CHF | 0.04 CHF | 75,000 | 75,000 | 76,118 | 75,000 | 1,414 CHF | 2,625 CHF | 98.70% | 98.70% |
15/05/2024 | 69.76% | 0.02 CHF | 0.03 CHF | 75,000 | 75,000 | 97,424 | 74,208 | 1,688 CHF | 2,449 CHF | 94.94% | 94.94% |
14/05/2024 | 109.06% | 0.01 CHF | 0.03 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 375 CHF | 1,275 CHF | 96.88% | 96.88% |
13/05/2024 | 54.89% | 0.02 CHF | 0.04 CHF | 225,000 | 75,000 | 129,853 | 75,000 | 2,593 CHF | 2,625 CHF | 95.94% | 95.94% |
10/05/2024 | 54.65% | 0.02 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 4,509 CHF | 2,633 CHF | 80.90% | 80.90% |
08/05/2024 | 39.69% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 5,775 CHF | 2,836 CHF | 58.44% | 58.44% |
07/05/2024 | 52.43% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 201,634 | 71,631 | 4,286 CHF | 2,532 CHF | 98.12% | 98.12% |
06/05/2024 | 51.68% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 220,348 | 75,000 | 4,452 CHF | 2,568 CHF | 96.93% | 96.93% |
03/05/2024 | 51.58% | 0.02 CHF | 0.03 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 4,535 CHF | 2,560 CHF | 95.83% | 95.83% |
02/05/2024 | 51.85% | 0.02 CHF | 0.03 CHF | 75,000 | 75,000 | 208,113 | 75,000 | 4,162 CHF | 2,550 CHF | 94.02% | 94.02% |