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 | 16.13% | 0.06 CHF | 0.07 CHF | 90,000 | 90,000 | 88,535 | 88,535 | 5,075 CHF | 5,961 CHF | 99.95% | 99.95% |
15/05/2024 | 21.23% | 0.04 CHF | 0.05 CHF | 90,000 | 90,000 | 89,842 | 89,842 | 3,801 CHF | 4,701 CHF | 100.00% | 100.00% |
14/05/2024 | 25.96% | 0.04 CHF | 0.05 CHF | 90,000 | 90,000 | 89,947 | 89,947 | 3,052 CHF | 3,952 CHF | 100.00% | 100.00% |
13/05/2024 | 28.26% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,752 CHF | 3,652 CHF | 100.00% | 100.00% |
10/05/2024 | 29.78% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,578 CHF | 3,478 CHF | 100.00% | 100.00% |
08/05/2024 | 37.20% | 0.03 CHF | 0.04 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 2,004 CHF | 2,904 CHF | 99.08% | 99.08% |
07/05/2024 | 47.57% | 0.02 CHF | 0.03 CHF | 90,000 | 90,000 | 89,843 | 89,843 | 1,448 CHF | 2,348 CHF | 99.94% | 99.94% |
06/05/2024 | 45.94% | 0.01 CHF | 0.02 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 1,551 CHF | 2,451 CHF | 100.00% | 100.00% |
03/05/2024 | 76.30% | 0.01 CHF | 0.02 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 872 CHF | 1,896 CHF | 100.00% | 100.00% |
02/05/2024 | 61.68% | 0.01 CHF | 0.02 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 1,047 CHF | 1,962 CHF | 100.00% | 100.00% |