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 | 20.01% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,732 CHF | 5,546 CHF | 87.33% | 87.33% |
15/05/2024 | 22.40% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 99,752 | 20,000 CHF | 4,995 CHF | 97.11% | 97.11% |
14/05/2024 | 19.49% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 23,385 CHF | 5,677 CHF | 98.56% | 98.56% |
13/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 96.50% | 96.50% |
10/05/2024 | 19.33% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 23,574 CHF | 5,715 CHF | 98.02% | 98.02% |
08/05/2024 | 22.54% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,746 CHF | 4,949 CHF | 99.74% | 99.74% |
07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 90.72% | 90.72% |
06/05/2024 | 27.17% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,105 CHF | 4,221 CHF | 97.92% | 97.92% |
03/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 97.84% | 97.84% |
02/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.41% | 99.41% |