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 | 47.51% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,641 CHF | 99.25% | 99.25% |
15/05/2024 | 53.21% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 49,447 | 11,635 CHF | 1,959 CHF | 98.90% | 98.90% |
14/05/2024 | 32.67% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,813 CHF | 2,062 CHF | 100.00% | 100.00% |
13/05/2024 | 41.70% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,532 CHF | 100.00% | 100.00% |
10/05/2024 | 42.75% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,065 CHF | 1,561 CHF | 100.00% | 100.00% |
08/05/2024 | 54.44% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,124 CHF | 1,940 CHF | 98.86% | 98.86% |
07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,000 CHF | 96.43% | 96.43% |
06/05/2024 | 36.02% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,022 CHF | 2,000 CHF | 100.00% | 100.00% |
03/05/2024 | 38.96% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 16,112 CHF | 2,387 CHF | 97.93% | 97.93% |
02/05/2024 | 29.82% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 18,632 CHF | 2,500 CHF | 99.40% | 99.40% |