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 | 186.67% | 0.00 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 120 CHF | 3,480 CHF | 14.00% | 99.44% |
15/05/2024 | 139.30% | 0.01 CHF | 0.06 CHF | 60,000 | 60,000 | 59,892 | 59,892 | 628 CHF | 3,479 CHF | 100.00% | 100.00% |
14/05/2024 | 135.12% | 0.01 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 675 CHF | 3,480 CHF | 99.82% | 99.82% |
13/05/2024 | 84.83% | 0.02 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,408 CHF | 3,480 CHF | 100.00% | 100.00% |
10/05/2024 | 94.27% | 0.02 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,252 CHF | 3,480 CHF | 100.00% | 100.00% |
08/05/2024 | 68.24% | 0.03 CHF | 0.06 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,716 CHF | 3,493 CHF | 99.77% | 99.77% |
07/05/2024 | 76.58% | 0.02 CHF | 0.06 CHF | 60,000 | 60,000 | 59,962 | 59,962 | 1,667 CHF | 3,658 CHF | 98.97% | 98.97% |
06/05/2024 | 48.79% | 0.04 CHF | 0.07 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,608 CHF | 4,288 CHF | 100.00% | 100.00% |
03/05/2024 | 35.64% | 0.06 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,880 CHF | 5,560 CHF | 99.90% | 99.90% |
02/05/2024 | 37.59% | 0.07 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 3,643 CHF | 5,323 CHF | 99.60% | 99.60% |