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 | 13.73% | 0.09 CHF | 0.10 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 2,448 CHF | 2,808 CHF | 100.00% | 100.00% |
16/05/2024 | 11.71% | 0.10 CHF | 0.11 CHF | 30,000 | 30,000 | 29,965 | 29,965 | 2,903 CHF | 3,263 CHF | 100.00% | 100.00% |
15/05/2024 | 12.94% | 0.09 CHF | 0.10 CHF | 30,000 | 30,000 | 29,945 | 29,945 | 2,616 CHF | 2,976 CHF | 99.99% | 99.99% |
14/05/2024 | 16.26% | 0.06 CHF | 0.08 CHF | 30,000 | 30,000 | 29,983 | 29,983 | 2,039 CHF | 2,399 CHF | 99.98% | 99.98% |
13/05/2024 | 18.77% | 0.07 CHF | 0.08 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 1,801 CHF | 2,161 CHF | 100.00% | 100.00% |
10/05/2024 | 37.63% | 0.03 CHF | 0.05 CHF | 30,000 | 30,000 | 29,999 | 29,999 | 867 CHF | 1,227 CHF | 100.00% | 100.00% |
08/05/2024 | 60.49% | 0.01 CHF | 0.02 CHF | 30,000 | 30,000 | 32,449 | 32,449 | 379 CHF | 705 CHF | 99.25% | 99.25% |
07/05/2024 | 89.31% | 0.01 CHF | 0.02 CHF | 40,000 | 40,000 | 39,931 | 39,931 | 309 CHF | 799 CHF | 97.36% | 97.36% |
06/05/2024 | 44.42% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 704 CHF | 1,104 CHF | 100.00% | 100.00% |
03/05/2024 | 42.60% | 0.02 CHF | 0.03 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 747 CHF | 1,147 CHF | 99.97% | 99.97% |