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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 44.14% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 598,929 | 598,929 | 10,674 CHF | 16,674 CHF | 99.84% | 99.84% |
14/05/2024 | 50.46% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 8,941 CHF | 14,941 CHF | 99.89% | 99.89% |
13/05/2024 | 45.12% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 10,336 CHF | 16,336 CHF | 100.00% | 100.00% |
10/05/2024 | 47.56% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,663 CHF | 15,663 CHF | 100.00% | 100.00% |
08/05/2024 | 48.51% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,387 CHF | 15,387 CHF | 99.29% | 99.29% |
07/05/2024 | 40.56% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 599,486 | 599,486 | 11,836 CHF | 17,836 CHF | 100.00% | 100.00% |
06/05/2024 | 31.98% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 15,788 CHF | 21,788 CHF | 100.00% | 100.00% |
03/05/2024 | 29.70% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 17,369 CHF | 23,369 CHF | 98.78% | 98.78% |
02/05/2024 | 44.47% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 10,523 CHF | 16,523 CHF | 100.00% | 100.00% |
30/04/2024 | 48.21% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,627 CHF | 15,627 CHF | 99.78% | 99.78% |