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 | 44.58% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 499,268 | 499,268 | 8,740 CHF | 13,740 CHF | 100.00% | 100.00% |
15/05/2024 | 43.80% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 499,109 | 499,109 | 8,941 CHF | 13,941 CHF | 100.00% | 100.00% |
14/05/2024 | 42.94% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 9,156 CHF | 14,156 CHF | 100.00% | 100.00% |
13/05/2024 | 37.68% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,784 CHF | 15,784 CHF | 100.00% | 100.00% |
10/05/2024 | 33.60% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,411 CHF | 17,411 CHF | 100.00% | 100.00% |
08/05/2024 | 38.84% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 10,391 CHF | 15,391 CHF | 99.63% | 99.63% |
07/05/2024 | 33.38% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,496 CHF | 17,496 CHF | 100.00% | 100.00% |
06/05/2024 | 32.47% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,907 CHF | 17,907 CHF | 100.00% | 100.00% |
03/05/2024 | 34.35% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 12,087 CHF | 17,087 CHF | 99.99% | 99.99% |
02/05/2024 | 24.36% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 18,041 CHF | 23,041 CHF | 100.00% | 100.00% |