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 | 135.99% | 0.00 CHF | 0.04 CHF | 25,000 | 25,000 | 411,635 | 25,000 | 3,722 CHF | 950 CHF | 87.50% | 87.50% |
15/05/2024 | 120.15% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 471,940 | 25,000 | 4,704 CHF | 950 CHF | 98.29% | 98.29% |
14/05/2024 | 117.59% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 494,040 | 25,000 | 4,938 CHF | 950 CHF | 99.94% | 99.94% |
13/05/2024 | 118.09% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 4,912 CHF | 950 CHF | 75.64% | 75.64% |
10/05/2024 | 119.02% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 484,731 | 25,000 | 4,840 CHF | 950 CHF | 92.87% | 92.87% |
08/05/2024 | 87.42% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 7,678 CHF | 950 CHF | 96.46% | 96.46% |
07/05/2024 | 88.74% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,144 | 7,546 CHF | 953 CHF | 100.00% | 100.00% |
06/05/2024 | 52.72% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,614 CHF | 1,261 CHF | 100.00% | 100.00% |
03/05/2024 | 42.64% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 9,505 CHF | 1,451 CHF | 100.00% | 100.00% |
02/05/2024 | 55.15% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 487,915 | 50,000 | 7,648 CHF | 1,305 CHF | 100.00% | 100.00% |