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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,400 CHF | 6,000 CHF | 100.00% | 100.00% |
23/05/2024 | 82.43% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,504 CHF | 6,000 CHF | 99.94% | 99.94% |
22/05/2024 | 84.85% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,427 CHF | 6,000 CHF | 100.00% | 100.00% |
21/05/2024 | 74.78% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,654 | 299,654 | 2,744 CHF | 5,997 CHF | 100.00% | 100.00% |
17/05/2024 | 63.18% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 3,267 CHF | 6,267 CHF | 100.00% | 100.00% |
16/05/2024 | 59.13% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,562 | 299,562 | 3,578 CHF | 6,578 CHF | 100.00% | 100.00% |
15/05/2024 | 54.88% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 299,446 | 299,446 | 3,987 CHF | 6,987 CHF | 99.83% | 99.83% |
14/05/2024 | 53.80% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,087 CHF | 7,087 CHF | 99.88% | 99.88% |
13/05/2024 | 52.63% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,200 CHF | 7,200 CHF | 99.45% | 99.45% |
10/05/2024 | 52.58% | 0.01 CHF | 0.02 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,206 CHF | 7,206 CHF | 100.00% | 100.00% |