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 | 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% |
15/05/2024 | 121.42% | 0.02 CHF | 0.08 CHF | 500,000 | 150,000 | 485,815 | 146,052 | 9,841 CHF | 11,684 CHF | 99.52% | 99.52% |
14/05/2024 | 83.95% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 493,557 | 148,207 | 16,465 CHF | 11,857 CHF | 98.94% | 98.94% |
13/05/2024 | 89.92% | 0.04 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 15,204 CHF | 12,000 CHF | 99.57% | 99.57% |
10/05/2024 | 93.08% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 484,357 | 145,646 | 14,521 CHF | 11,652 CHF | 92.55% | 92.55% |
08/05/2024 | 96.94% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 13,963 CHF | 12,000 CHF | 99.53% | 99.53% |
07/05/2024 | 91.64% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 14,874 CHF | 12,000 CHF | 99.51% | 99.51% |
06/05/2024 | 91.36% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 14,922 CHF | 12,000 CHF | 99.57% | 99.57% |
03/05/2024 | 93.52% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 500,000 | 150,000 | 14,551 CHF | 12,000 CHF | 99.55% | 99.55% |
02/05/2024 | 94.33% | 0.03 CHF | 0.08 CHF | 500,000 | 150,000 | 486,914 | 146,357 | 14,461 CHF | 11,709 CHF | 99.53% | 99.53% |