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 | 50.60% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,116 | 14,915 CHF | 406 CHF | 99.56% | 99.56% |
15/05/2024 | 58.43% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 499,998 | 8,135 | 13,819 CHF | 407 CHF | 99.08% | 99.08% |
14/05/2024 | 85.36% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,137 | 10,050 CHF | 407 CHF | 98.83% | 98.83% |
13/05/2024 | 85.54% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,108 | 10,024 CHF | 405 CHF | 99.48% | 99.48% |
10/05/2024 | 30.72% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,064 | 18,482 CHF | 403 CHF | 98.59% | 98.59% |
08/05/2024 | 83.35% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 7,996 | 10,331 CHF | 400 CHF | 98.41% | 98.41% |
07/05/2024 | 85.71% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,109 | 10,000 CHF | 405 CHF | 97.35% | 97.35% |
06/05/2024 | 53.24% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,107 | 14,547 CHF | 405 CHF | 98.33% | 98.33% |
03/05/2024 | 57.56% | 0.02 CHF | 0.05 CHF | 500,000 | 20,000 | 500,000 | 8,057 | 13,942 CHF | 403 CHF | 98.87% | 98.87% |
02/05/2024 | 62.73% | 0.03 CHF | 0.05 CHF | 500,000 | 20,000 | 499,998 | 8,049 | 13,218 CHF | 402 CHF | 95.15% | 95.15% |