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 | 40.22% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 499,282 | 499,282 | 9,997 CHF | 14,997 CHF | 100.00% | 100.00% |
15/05/2024 | 34.09% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 499,119 | 499,119 | 12,273 CHF | 17,273 CHF | 100.00% | 100.00% |
14/05/2024 | 38.74% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,450 CHF | 15,450 CHF | 100.00% | 100.00% |
13/05/2024 | 36.19% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 11,342 CHF | 16,342 CHF | 100.00% | 100.00% |
10/05/2024 | 38.23% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,598 CHF | 15,598 CHF | 100.00% | 100.00% |
08/05/2024 | 28.41% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 15,179 CHF | 20,179 CHF | 99.63% | 99.63% |
07/05/2024 | 31.33% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 13,618 CHF | 18,618 CHF | 100.00% | 100.00% |
06/05/2024 | 33.95% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,266 CHF | 17,266 CHF | 100.00% | 100.00% |
03/05/2024 | 31.87% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 13,203 CHF | 18,203 CHF | 100.00% | 100.00% |
02/05/2024 | 50.15% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,506 CHF | 12,506 CHF | 100.00% | 100.00% |