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 | 89.71% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 185,045 | 185,045 | 2,451 CHF | 5,089 CHF | 98.48% | 98.48% |
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 21.63% | 99.62% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 19.03% | 99.62% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 21.63% | 99.61% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 21.02% | 90.84% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 21.63% | 99.62% |
07/05/2024 | 67.13% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 494,390 | 494,390 | 4,944 CHF | 9,902 CHF | 21.94% | 99.63% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 21.63% | 98.38% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,000 CHF | 10,000 CHF | 5.12% | 99.63% |
02/05/2024 | - | - CHF | 0.02 CHF | 0 | 500,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.52% |