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 | 26.82% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 410,721 | 177,680 | 14,759 CHF | 8,085 CHF | 90.96% | 90.96% |
15/05/2024 | 24.35% | 0.04 CHF | 0.04 CHF | 500,000 | 200,000 | 495,848 | 198,016 | 16,212 CHF | 8,264 CHF | 97.42% | 97.42% |
14/05/2024 | 46.21% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 467,891 | 191,973 | 14,113 CHF | 9,172 CHF | 86.30% | 86.30% |
13/05/2024 | 21.61% | 0.04 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 17,464 CHF | 8,678 CHF | 85.01% | 85.01% |
10/05/2024 | 24.42% | 0.04 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 16,485 CHF | 8,433 CHF | 93.10% | 93.10% |
08/05/2024 | 25.02% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 16,149 CHF | 8,327 CHF | 100.00% | 100.00% |
07/05/2024 | 22.13% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 16,583 CHF | 8,283 CHF | 97.69% | 97.69% |
06/05/2024 | 21.00% | 0.03 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 17,572 CHF | 8,675 CHF | 100.00% | 100.00% |
03/05/2024 | 20.47% | 0.04 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 17,554 CHF | 8,622 CHF | 96.55% | 96.55% |
02/05/2024 | 28.70% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 16,345 CHF | 8,764 CHF | 92.16% | 92.16% |