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 | 144.80% | 0.00 CHF | 0.03 CHF | 80,000 | 16,000 | 71,980 | 14,396 | 289 CHF | 361 CHF | 100.00% | 100.00% |
15/05/2024 | 95.74% | 0.01 CHF | 0.03 CHF | 70,000 | 14,000 | 69,868 | 13,974 | 831 CHF | 470 CHF | 100.00% | 100.00% |
14/05/2024 | 95.56% | 0.01 CHF | 0.04 CHF | 70,000 | 14,000 | 71,142 | 14,228 | 855 CHF | 484 CHF | 100.00% | 100.00% |
13/05/2024 | 98.54% | 0.01 CHF | 0.04 CHF | 70,000 | 14,000 | 76,618 | 15,324 | 847 CHF | 496 CHF | 100.00% | 100.00% |
10/05/2024 | 114.08% | 0.01 CHF | 0.03 CHF | 80,000 | 16,000 | 73,891 | 14,778 | 588 CHF | 428 CHF | 100.00% | 100.00% |
08/05/2024 | 124.04% | 0.01 CHF | 0.03 CHF | 8,000 | 1,600 | 63,304 | 12,661 | 402 CHF | 343 CHF | 99.15% | 99.15% |
07/05/2024 | 106.29% | 0.01 CHF | 0.03 CHF | 80,000 | 16,000 | 79,354 | 15,871 | 744 CHF | 485 CHF | 98.75% | 98.75% |
06/05/2024 | 96.53% | 0.01 CHF | 0.03 CHF | 80,000 | 16,000 | 78,516 | 15,703 | 927 CHF | 531 CHF | 100.00% | 100.00% |
03/05/2024 | 93.41% | 0.01 CHF | 0.03 CHF | 80,000 | 16,000 | 79,521 | 15,904 | 1,005 CHF | 552 CHF | 99.99% | 99.99% |
02/05/2024 | 80.26% | 0.02 CHF | 0.04 CHF | 80,000 | 16,000 | 76,842 | 15,368 | 1,312 CHF | 614 CHF | 100.00% | 100.00% |