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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 499,999 | 75,000 | 5,000 CHF | 2,475 CHF | 72.95% | 100.00% |
13/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,475 CHF | 98.16% | 98.16% |
10/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 499,485 | 75,000 | 4,995 CHF | 2,475 CHF | 99.35% | 99.44% |
08/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,475 CHF | 99.38% | 99.38% |
07/05/2024 | 104.76% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,400 CHF | 94.67% | 94.67% |
06/05/2024 | 104.76% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,400 CHF | 100.00% | 100.00% |
03/05/2024 | 104.76% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 2,400 CHF | 98.63% | 98.63% |
02/05/2024 | 106.98% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 497,518 | 75,000 | 4,975 CHF | 2,475 CHF | 90.97% | 90.97% |
30/04/2024 | 51.31% | 0.01 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,805 CHF | 2,475 CHF | 100.00% | 100.00% |
29/04/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 9,874 CHF | 2,475 CHF | 98.92% | 98.92% |