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 | 132.72% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,116 | 5,065 CHF | 406 CHF | 99.56% | 99.56% |
15/05/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 499,999 | 8,136 | 5,000 CHF | 407 CHF | 99.07% | 99.07% |
14/05/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,138 | 5,000 CHF | 407 CHF | 98.83% | 98.83% |
13/05/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,108 | 5,000 CHF | 405 CHF | 99.49% | 99.49% |
10/05/2024 | 93.23% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,063 | 9,211 CHF | 403 CHF | 98.55% | 98.55% |
08/05/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,996 | 5,000 CHF | 400 CHF | 98.42% | 98.42% |
07/05/2024 | 133.33% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,109 | 5,000 CHF | 405 CHF | 97.35% | 97.35% |
06/05/2024 | 101.18% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,107 | 8,377 CHF | 405 CHF | 98.33% | 98.33% |
03/05/2024 | 129.08% | 0.01 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,058 | 5,447 CHF | 403 CHF | 98.88% | 98.88% |
02/05/2024 | 123.43% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 499,996 | 8,050 | 6,040 CHF | 402 CHF | 95.16% | 95.16% |