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 | 14.82% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 410,721 | 177,680 | 28,173 CHF | 13,883 CHF | 90.96% | 90.96% |
15/05/2024 | 16.99% | 0.05 CHF | 0.06 CHF | 500,000 | 200,000 | 495,848 | 198,016 | 22,818 CHF | 10,790 CHF | 97.42% | 97.42% |
14/05/2024 | 21.81% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 467,799 | 191,950 | 18,304 CHF | 9,242 CHF | 86.05% | 86.05% |
13/05/2024 | 15.65% | 0.05 CHF | 0.06 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 24,666 CHF | 11,540 CHF | 85.01% | 85.01% |
10/05/2024 | 16.86% | 0.05 CHF | 0.06 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 22,920 CHF | 10,851 CHF | 93.10% | 93.10% |
08/05/2024 | 18.30% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 20,262 CHF | 9,735 CHF | 100.00% | 100.00% |
07/05/2024 | 18.21% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 20,345 CHF | 9,768 CHF | 98.92% | 98.92% |
06/05/2024 | 21.69% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 16,864 CHF | 8,386 CHF | 100.00% | 100.00% |
03/05/2024 | 22.93% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 15,482 CHF | 7,793 CHF | 96.54% | 96.54% |
02/05/2024 | 19.23% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 19,459 CHF | 9,425 CHF | 92.16% | 92.16% |