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 | 76.56% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 499,268 | 499,268 | 5,138 CHF | 11,490 CHF | 100.00% | 100.00% |
15/05/2024 | 61.92% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 499,111 | 499,111 | 6,102 CHF | 11,555 CHF | 100.00% | 100.00% |
14/05/2024 | 73.24% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,348 CHF | 11,500 CHF | 100.00% | 100.00% |
13/05/2024 | 62.86% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,000 CHF | 11,500 CHF | 100.00% | 100.00% |
10/05/2024 | 62.86% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,000 CHF | 11,500 CHF | 100.00% | 100.00% |
08/05/2024 | 48.43% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,847 CHF | 12,847 CHF | 99.63% | 99.63% |
07/05/2024 | 54.46% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,103 CHF | 12,327 CHF | 100.00% | 100.00% |
06/05/2024 | 61.26% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,156 CHF | 11,578 CHF | 100.00% | 100.00% |
03/05/2024 | 52.63% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 7,000 CHF | 12,000 CHF | 100.00% | 100.00% |
02/05/2024 | 102.00% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,745 CHF | 11,500 CHF | 100.00% | 100.00% |