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 | 107.78% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,819 | 139,819 | 839 CHF | 2,799 CHF | 100.00% | 100.00% |
15/05/2024 | 95.84% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,759 | 139,759 | 991 CHF | 2,799 CHF | 99.93% | 99.93% |
14/05/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,120 CHF | 2,800 CHF | 99.74% | 99.74% |
13/05/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,120 CHF | 2,800 CHF | 100.00% | 100.00% |
10/05/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,120 CHF | 2,800 CHF | 100.00% | 100.00% |
08/05/2024 | 66.68% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,968 | 139,968 | 1,400 CHF | 2,800 CHF | 99.67% | 99.67% |
07/05/2024 | 58.88% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,868 | 139,868 | 1,678 CHF | 3,078 CHF | 99.75% | 99.75% |
06/05/2024 | 52.54% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,966 CHF | 3,366 CHF | 100.00% | 100.00% |
03/05/2024 | 47.74% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,241 CHF | 3,641 CHF | 99.90% | 99.90% |
02/05/2024 | 39.78% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 2,825 CHF | 4,225 CHF | 99.63% | 99.63% |