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 | 53.49% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 410,721 | 177,680 | 11,872 CHF | 8,574 CHF | 90.96% | 90.96% |
15/05/2024 | 51.43% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 491,996 | 198,016 | 13,178 CHF | 8,955 CHF | 97.42% | 97.42% |
14/05/2024 | 56.56% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 295,746 | 191,973 | 7,408 CHF | 8,394 CHF | 86.30% | 86.30% |
13/05/2024 | 48.30% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 14,419 CHF | 9,440 CHF | 85.01% | 85.01% |
10/05/2024 | 50.53% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 13,588 CHF | 9,100 CHF | 93.10% | 93.10% |
08/05/2024 | 50.97% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 13,362 CHF | 8,997 CHF | 100.00% | 100.00% |
07/05/2024 | 49.37% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 13,839 CHF | 9,163 CHF | 96.44% | 96.44% |
06/05/2024 | 47.19% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 14,754 CHF | 9,539 CHF | 100.00% | 100.00% |
03/05/2024 | 46.69% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 14,790 CHF | 9,516 CHF | 96.55% | 96.55% |
02/05/2024 | 49.90% | 0.03 CHF | 0.05 CHF | 500,000 | 200,000 | 497,580 | 200,000 | 13,646 CHF | 9,125 CHF | 92.16% | 92.16% |