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 | 49.90% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 144,720 | 144,720 | 2,230 CHF | 3,687 CHF | 100.00% | 100.00% |
15/05/2024 | 56.69% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 144,109 | 144,109 | 1,867 CHF | 3,324 CHF | 99.56% | 99.56% |
14/05/2024 | 60.71% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,102 | 145,102 | 1,710 CHF | 3,167 CHF | 100.00% | 100.00% |
13/05/2024 | 66.21% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,071 | 145,071 | 1,539 CHF | 2,996 CHF | 100.00% | 100.00% |
10/05/2024 | 47.58% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,471 | 143,471 | 2,299 CHF | 3,739 CHF | 100.00% | 100.00% |
08/05/2024 | 66.38% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,846 | 143,846 | 1,519 CHF | 2,964 CHF | 98.63% | 98.63% |
07/05/2024 | 64.52% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,618 | 145,618 | 1,600 CHF | 3,062 CHF | 98.55% | 98.55% |
06/05/2024 | 58.47% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 145,104 | 145,104 | 1,811 CHF | 3,268 CHF | 100.00% | 100.00% |
03/05/2024 | 54.87% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 143,800 | 143,800 | 1,893 CHF | 3,336 CHF | 99.98% | 99.98% |
02/05/2024 | 54.33% | 0.01 CHF | 0.02 CHF | 260,000 | 260,000 | 99,308 | 99,308 | 1,343 CHF | 2,341 CHF | 100.00% | 100.00% |