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 | 59.33% | 0.01 CHF | 0.02 CHF | 100,000 | 100,000 | 98,879 | 98,879 | 1,192 CHF | 2,183 CHF | 100.00% | 100.00% |
15/05/2024 | 39.21% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 98,629 | 98,629 | 2,081 CHF | 3,070 CHF | 100.00% | 100.00% |
14/05/2024 | 45.36% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 98,906 | 98,906 | 1,717 CHF | 2,708 CHF | 100.00% | 100.00% |
13/05/2024 | 46.90% | 0.02 CHF | 0.03 CHF | 100,000 | 100,000 | 99,600 | 99,600 | 1,654 CHF | 2,651 CHF | 100.00% | 100.00% |
10/05/2024 | 36.45% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 98,809 | 98,809 | 2,271 CHF | 3,260 CHF | 100.00% | 100.00% |
08/05/2024 | 28.96% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 98,962 | 98,962 | 2,986 CHF | 3,977 CHF | 99.15% | 99.15% |
07/05/2024 | 26.24% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 98,911 | 98,911 | 3,341 CHF | 4,332 CHF | 99.86% | 99.86% |
06/05/2024 | 27.30% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 98,994 | 98,994 | 3,196 CHF | 4,187 CHF | 100.00% | 100.00% |
03/05/2024 | 28.42% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 103,429 | 103,429 | 3,176 CHF | 4,211 CHF | 99.99% | 99.99% |
02/05/2024 | 25.52% | 0.03 CHF | 0.04 CHF | 100,000 | 100,000 | 102,418 | 102,418 | 3,561 CHF | 4,586 CHF | 100.00% | 100.00% |