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 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,500 CHF | 99.02% | 99.02% |
15/05/2024 | 50.36% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 49,495 | 14,971 CHF | 2,477 CHF | 98.90% | 98.90% |
14/05/2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,500 CHF | 100.00% | 100.00% |
13/05/2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,500 CHF | 100.00% | 100.00% |
10/05/2024 | 49.07% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,167 CHF | 2,500 CHF | 100.00% | 100.00% |
08/05/2024 | 34.70% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,754 CHF | 2,500 CHF | 98.83% | 98.83% |
07/05/2024 | 36.93% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,353 CHF | 2,500 CHF | 96.43% | 96.43% |
06/05/2024 | 35.52% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,162 CHF | 100.00% | 100.00% |
03/05/2024 | 50.00% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,500 CHF | 97.93% | 97.93% |
02/05/2024 | 40.20% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,271 CHF | 99.40% | 99.40% |