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 | - | - CHF | 0.05 CHF | 0 | 5,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.66% |
15/05/2024 | 137.81% | 0.01 CHF | 0.05 CHF | 5,000 | 5,000 | 2,322 | 2,322 | 27 CHF | 143 CHF | 76.68% | 97.60% |
14/05/2024 | 141.04% | 0.02 CHF | 0.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 53 CHF | 303 CHF | 16.26% | 98.69% |
13/05/2024 | 142.86% | 0.01 CHF | 0.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 50 CHF | 300 CHF | 0.53% | 99.57% |
10/05/2024 | - | - CHF | 0.04 CHF | 0 | 5,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
08/05/2024 | 55.77% | 0.01 CHF | 0.06 CHF | 5,000 | 5,000 | 400,381 | 19,578 | 13,025 CHF | 883 CHF | 98.51% | 99.66% |
07/05/2024 | 15.69% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 28,883 | 29,787 CHF | 1,943 CHF | 99.59% | 99.59% |
06/05/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 28,880 | 35,492 CHF | 2,364 CHF | 99.66% | 99.66% |
03/05/2024 | 14.88% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 28,880 | 31,249 CHF | 2,114 CHF | 99.65% | 99.65% |
02/05/2024 | 11.88% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 28,951 | 40,302 CHF | 2,534 CHF | 99.18% | 99.18% |