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 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 99.26% | 99.26% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 74,678 | 5,000 CHF | 1,494 CHF | 70.59% | 93.74% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 69.55% | 79.23% |
13/05/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 18.41% | 68.56% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 CHF | 1,500 CHF | 96.11% | 96.98% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 99.74% | 99.74% |
07/05/2024 | 31.92% | 0.02 CHF | 0.03 CHF | 491,950 | 75,000 | 494,480 | 75,000 | 13,385 CHF | 2,780 CHF | 96.35% | 96.35% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 97.40% | 97.40% |
03/05/2024 | 39.18% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 497,193 | 75,000 | 10,302 CHF | 2,304 CHF | 91.85% | 91.85% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 CHF | 2,250 CHF | 95.57% | 95.57% |