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 | 92.34% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 495,520 | 100,000 | 4,959 CHF | 2,772 CHF | 82.28% | 82.28% |
15/05/2024 | 84.21% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 497,597 | 99,108 | 4,976 CHF | 2,508 CHF | 84.13% | 84.13% |
14/05/2024 | 90.54% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 481,673 | 98,850 | 4,817 CHF | 2,686 CHF | 99.59% | 99.61% |
13/05/2024 | 67.73% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 284,384 | 100,000 | 2,844 CHF | 2,032 CHF | 77.67% | 79.96% |
10/05/2024 | 67.41% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,022 CHF | 96.71% | 96.71% |
08/05/2024 | 66.90% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,007 CHF | 98.29% | 98.29% |
07/05/2024 | 66.99% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,010 CHF | 96.17% | 96.17% |
06/05/2024 | 66.70% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,001 CHF | 100.00% | 100.00% |
03/05/2024 | 43.23% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,395 CHF | 2,879 CHF | 82.69% | 82.69% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 98.97% | 98.97% |