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 | 67.71% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 599,146 | 599,146 | 5,948 CHF | 12,019 CHF | 100.00% | 100.00% |
15/05/2024 | 60.54% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 598,914 | 598,914 | 6,942 CHF | 12,942 CHF | 100.00% | 100.00% |
14/05/2024 | 58.82% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 7,200 CHF | 13,200 CHF | 100.00% | 100.00% |
13/05/2024 | 53.26% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 8,278 CHF | 14,278 CHF | 100.00% | 100.00% |
10/05/2024 | 50.10% | 0.01 CHF | 0.02 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 9,006 CHF | 15,006 CHF | 100.00% | 100.00% |
08/05/2024 | 43.53% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 599,765 | 599,765 | 10,788 CHF | 16,788 CHF | 99.29% | 99.29% |
07/05/2024 | 43.53% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 599,415 | 599,415 | 10,790 CHF | 16,790 CHF | 99.81% | 99.81% |
06/05/2024 | 40.98% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 11,663 CHF | 17,663 CHF | 100.00% | 100.00% |
03/05/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,009 CHF | 18,009 CHF | 98.78% | 98.78% |
02/05/2024 | 41.18% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 11,593 CHF | 17,593 CHF | 100.00% | 100.00% |