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 | 86.74% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 144,717 | 144,717 | 1,157 CHF | 2,906 CHF | 100.00% | 100.00% |
15/05/2024 | 107.18% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 144,111 | 144,111 | 886 CHF | 2,904 CHF | 99.56% | 99.56% |
14/05/2024 | 108.49% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,102 | 145,102 | 871 CHF | 2,910 CHF | 100.00% | 100.00% |
13/05/2024 | 108.51% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,070 | 145,070 | 870 CHF | 2,910 CHF | 100.00% | 100.00% |
10/05/2024 | 87.32% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,477 | 143,477 | 1,130 CHF | 2,876 CHF | 100.00% | 100.00% |
08/05/2024 | 109.76% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,860 | 143,860 | 846 CHF | 2,888 CHF | 98.63% | 98.63% |
07/05/2024 | 108.50% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,620 | 145,620 | 874 CHF | 2,921 CHF | 98.55% | 98.55% |
06/05/2024 | 103.88% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,103 | 145,103 | 949 CHF | 2,909 CHF | 100.00% | 100.00% |
03/05/2024 | 90.06% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,789 | 143,789 | 1,067 CHF | 2,883 CHF | 99.98% | 99.98% |
02/05/2024 | 86.31% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 99,311 | 99,311 | 794 CHF | 1,992 CHF | 100.00% | 100.00% |