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 | 76.96% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 599,152 | 599,152 | 5,405 CHF | 12,084 CHF | 100.00% | 100.00% |
15/05/2024 | 61.32% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,907 | 598,907 | 6,835 CHF | 12,842 CHF | 100.00% | 100.00% |
14/05/2024 | 54.43% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 8,056 CHF | 14,056 CHF | 100.00% | 100.00% |
13/05/2024 | 43.71% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 10,777 CHF | 16,777 CHF | 100.00% | 100.00% |
10/05/2024 | 38.53% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,596 CHF | 18,596 CHF | 100.00% | 100.00% |
08/05/2024 | 31.17% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 16,272 CHF | 22,272 CHF | 99.29% | 99.29% |
07/05/2024 | 29.88% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,051 | 599,051 | 17,135 CHF | 23,135 CHF | 99.94% | 99.94% |
06/05/2024 | 25.52% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 20,544 CHF | 26,544 CHF | 100.00% | 100.00% |
03/05/2024 | 24.06% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 21,955 CHF | 27,955 CHF | 98.78% | 98.78% |
02/05/2024 | 26.35% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,812 CHF | 25,812 CHF | 100.00% | 100.00% |