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 | 114.64% | 0.02 CHF | 0.07 CHF | 5,000 | 5,000 | 2,888 | 2,888 | 53 CHF | 197 CHF | 99.65% | 99.65% |
15/05/2024 | 86.90% | 0.02 CHF | 0.07 CHF | 5,000 | 5,000 | 2,896 | 2,896 | 92 CHF | 236 CHF | 97.60% | 97.60% |
14/05/2024 | 126.94% | 0.04 CHF | 0.09 CHF | 5,000 | 5,000 | 2,892 | 2,892 | 55 CHF | 200 CHF | 98.68% | 98.68% |
13/05/2024 | 136.40% | 0.02 CHF | 0.07 CHF | 5,000 | 5,000 | 2,888 | 2,888 | 39 CHF | 184 CHF | 99.56% | 99.56% |
10/05/2024 | 116.62% | 0.01 CHF | 0.06 CHF | 5,000 | 5,000 | 2,876 | 2,876 | 49 CHF | 193 CHF | 98.58% | 98.58% |
08/05/2024 | 31.88% | 0.03 CHF | 0.08 CHF | 5,000 | 5,000 | 395,822 | 19,409 | 22,652 CHF | 1,298 CHF | 99.65% | 99.65% |
07/05/2024 | 9.96% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 485,253 | 28,883 | 46,739 CHF | 2,970 CHF | 99.58% | 99.58% |
06/05/2024 | 8.69% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 458,636 | 28,881 | 50,492 CHF | 3,544 CHF | 99.65% | 99.65% |
03/05/2024 | 9.57% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 489,158 | 28,879 | 48,805 CHF | 3,205 CHF | 99.65% | 99.65% |
02/05/2024 | 8.01% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 416,998 | 28,784 | 50,074 CHF | 3,666 CHF | 98.39% | 98.39% |