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 | 155.56% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 5,000 CHF | 12,000 CHF | 99.57% | 99.57% |
15/05/2024 | 156.00% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 485,815 | 146,052 | 4,954 CHF | 11,684 CHF | 99.52% | 99.52% |
14/05/2024 | 120.91% | 0.00 CHF | 0.08 CHF | 15,000 | 15,000 | 494,094 | 148,356 | 9,879 CHF | 11,869 CHF | 64.16% | 64.16% |
13/05/2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 10,000 CHF | 12,000 CHF | 97.69% | 97.69% |
10/05/2024 | 122.42% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 484,357 | 145,646 | 9,678 CHF | 11,652 CHF | 92.55% | 92.55% |
08/05/2024 | 128.45% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 8,812 CHF | 12,000 CHF | 99.53% | 99.53% |
07/05/2024 | 120.82% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 9,885 CHF | 12,000 CHF | 99.51% | 99.51% |
06/05/2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 10,000 CHF | 12,000 CHF | 99.57% | 99.57% |
03/05/2024 | 120.40% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 9,943 CHF | 12,000 CHF | 98.71% | 98.71% |
02/05/2024 | 125.96% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 487,211 | 146,440 | 9,177 CHF | 11,715 CHF | 86.04% | 86.04% |