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 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 99.31% | 99.31% |
15/05/2024 | 94.90% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 484,889 | 48,626 | 5,502 CHF | 1,460 CHF | 95.35% | 95.35% |
14/05/2024 | 86.98% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 493,574 | 49,416 | 6,118 CHF | 1,483 CHF | 87.30% | 87.30% |
13/05/2024 | 111.76% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 4,393 CHF | 1,500 CHF | 99.06% | 99.06% |
10/05/2024 | 160.10% | 0.00 CHF | 0.03 CHF | 500,000 | 50,000 | 484,022 | 48,547 | 1,879 CHF | 1,456 CHF | 92.49% | 92.49% |
08/05/2024 | 171.62% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 1,299 CHF | 1,500 CHF | 95.49% | 95.49% |
07/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,500 CHF | 99.52% | 99.52% |
06/05/2024 | 123.07% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 3,808 CHF | 1,500 CHF | 99.55% | 99.55% |
03/05/2024 | 183.59% | 0.00 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 681 CHF | 1,500 CHF | 99.27% | 99.27% |
02/05/2024 | 186.04% | 0.00 CHF | 0.03 CHF | 500,000 | 50,000 | 486,354 | 48,759 | 541 CHF | 1,463 CHF | 97.42% | 97.42% |