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 | 12.03% | 0.09 CHF | 0.10 CHF | 90,000 | 90,000 | 89,888 | 89,888 | 7,053 CHF | 7,953 CHF | 100.00% | 100.00% |
15/05/2024 | 12.09% | 0.08 CHF | 0.09 CHF | 90,000 | 90,000 | 89,837 | 89,837 | 7,015 CHF | 7,915 CHF | 100.00% | 100.00% |
14/05/2024 | 12.34% | 0.08 CHF | 0.09 CHF | 110,000 | 110,000 | 109,938 | 109,938 | 8,400 CHF | 9,500 CHF | 99.96% | 99.96% |
13/05/2024 | 16.47% | 0.06 CHF | 0.07 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 7,270 CHF | 8,570 CHF | 99.83% | 99.83% |
10/05/2024 | 16.85% | 0.05 CHF | 0.06 CHF | 100,000 | 100,000 | 100,271 | 100,271 | 5,536 CHF | 6,539 CHF | 99.97% | 99.97% |
08/05/2024 | 16.41% | 0.07 CHF | 0.08 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 7,297 CHF | 8,597 CHF | 98.93% | 98.93% |
07/05/2024 | 17.37% | 0.05 CHF | 0.06 CHF | 130,000 | 130,000 | 131,674 | 131,674 | 6,991 CHF | 8,309 CHF | 99.89% | 99.89% |
06/05/2024 | 54.14% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,055 CHF | 3,555 CHF | 100.00% | 100.00% |
03/05/2024 | 65.32% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 151,053 | 151,053 | 1,661 CHF | 3,230 CHF | 99.99% | 99.99% |
02/05/2024 | 85.82% | 0.01 CHF | 0.02 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 1,278 CHF | 3,200 CHF | 98.52% | 98.52% |