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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 49.99% | 0.02 CHF | 0.03 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 545 CHF | 905 CHF | 100.00% | 100.00% |
16/05/2024 | 39.05% | 0.03 CHF | 0.04 CHF | 30,000 | 30,000 | 29,961 | 29,961 | 745 CHF | 1,105 CHF | 100.00% | 100.00% |
15/05/2024 | 42.52% | 0.02 CHF | 0.04 CHF | 30,000 | 30,000 | 29,928 | 29,928 | 675 CHF | 1,035 CHF | 100.00% | 100.00% |
14/05/2024 | 58.37% | 0.01 CHF | 0.02 CHF | 30,000 | 30,000 | 29,962 | 29,962 | 444 CHF | 804 CHF | 99.96% | 99.96% |
13/05/2024 | 70.92% | 0.02 CHF | 0.03 CHF | 30,000 | 30,000 | 29,516 | 29,516 | 370 CHF | 739 CHF | 100.00% | 100.00% |
10/05/2024 | 129.94% | 0.00 CHF | 0.02 CHF | 30,000 | 30,000 | 29,823 | 29,823 | 129 CHF | 599 CHF | 91.94% | 100.00% |
08/05/2024 | 139.40% | 0.00 CHF | 0.02 CHF | 30,000 | 30,000 | 32,495 | 32,495 | 118 CHF | 650 CHF | 99.25% | 99.25% |
07/05/2024 | 144.75% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,942 | 39,942 | 130 CHF | 800 CHF | 97.37% | 97.37% |
06/05/2024 | 127.12% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,975 | 39,975 | 179 CHF | 800 CHF | 100.00% | 100.00% |
03/05/2024 | 112.63% | 0.00 CHF | 0.02 CHF | 40,000 | 40,000 | 39,259 | 39,259 | 225 CHF | 793 CHF | 100.00% | 100.00% |