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 | 132.56% | 0.01 CHF | 0.06 CHF | 60,000 | 60,000 | 59,928 | 59,928 | 706 CHF | 3,479 CHF | 100.00% | 100.00% |
15/05/2024 | 76.99% | 0.02 CHF | 0.06 CHF | 60,000 | 60,000 | 59,893 | 59,893 | 1,555 CHF | 3,478 CHF | 100.00% | 100.00% |
14/05/2024 | 73.09% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,619 CHF | 3,480 CHF | 99.82% | 99.82% |
13/05/2024 | 49.50% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,555 CHF | 4,235 CHF | 100.00% | 100.00% |
10/05/2024 | 51.81% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,406 CHF | 4,086 CHF | 100.00% | 100.00% |
08/05/2024 | 43.06% | 0.05 CHF | 0.08 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,063 CHF | 4,743 CHF | 99.77% | 99.77% |
07/05/2024 | 44.78% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 2,990 CHF | 4,670 CHF | 98.43% | 98.43% |
06/05/2024 | 32.92% | 0.07 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,269 CHF | 5,949 CHF | 100.00% | 100.00% |
03/05/2024 | 24.10% | 0.10 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,139 CHF | 7,819 CHF | 99.89% | 99.89% |
02/05/2024 | 25.92% | 0.10 CHF | 0.13 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,656 CHF | 7,336 CHF | 99.67% | 99.67% |