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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 8.83% | 0.11 CHF | 0.12 CHF | 460,000 | 200,000 | 466,598 | 200,000 | 50,500 CHF | 23,670 CHF | 88.42% | 88.42% |
16/05/2024 | 9.68% | 0.10 CHF | 0.11 CHF | 500,000 | 200,000 | 499,588 | 200,000 | 49,160 CHF | 21,682 CHF | 98.59% | 98.59% |
15/05/2024 | 12.48% | 0.09 CHF | 0.10 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 37,970 CHF | 17,188 CHF | 94.34% | 94.34% |
14/05/2024 | 13.36% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 34,943 CHF | 15,977 CHF | 98.98% | 98.98% |
13/05/2024 | 13.76% | 0.07 CHF | 0.08 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 34,037 CHF | 15,615 CHF | 95.49% | 95.49% |
10/05/2024 | 15.73% | 0.06 CHF | 0.07 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 29,431 CHF | 13,773 CHF | 97.14% | 97.14% |
08/05/2024 | 20.76% | 0.05 CHF | 0.06 CHF | 500,000 | 200,000 | 492,698 | 200,000 | 22,071 CHF | 10,945 CHF | 99.32% | 99.32% |
07/05/2024 | 25.66% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 315,942 | 200,000 | 12,251 CHF | 9,807 CHF | 84.47% | 84.47% |
06/05/2024 | 40.00% | 0.03 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 6,000 CHF | 9,000 CHF | 92.67% | 92.67% |
03/05/2024 | 37.85% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 5,999 CHF | 8,800 CHF | 92.31% | 92.31% |