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 | 138.81% | 0.01 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 7,355 CHF | 12,000 CHF | 99.57% | 99.57% |
15/05/2024 | 122.20% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 485,815 | 146,052 | 9,708 CHF | 11,684 CHF | 99.51% | 99.51% |
14/05/2024 | 97.33% | 0.00 CHF | 0.08 CHF | 15,000 | 15,000 | 494,094 | 148,356 | 13,932 CHF | 11,869 CHF | 64.16% | 64.16% |
13/05/2024 | 97.19% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 13,920 CHF | 12,000 CHF | 99.56% | 99.56% |
10/05/2024 | 120.38% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 484,355 | 145,646 | 10,029 CHF | 11,652 CHF | 92.55% | 92.55% |
08/05/2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 10,000 CHF | 12,000 CHF | 99.53% | 99.53% |
07/05/2024 | 120.00% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 10,000 CHF | 12,000 CHF | 99.51% | 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 | 120.00% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 499,999 | 150,000 | 10,000 CHF | 12,000 CHF | 98.92% | 98.92% |
02/05/2024 | 121.69% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 488,486 | 146,795 | 9,779 CHF | 11,744 CHF | 95.57% | 95.57% |