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 | 21.43% | 0.05 CHF | 0.06 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 20,984 CHF | 10,393 CHF | 88.41% | 88.41% |
16/05/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 500,000 | 200,000 | 494,442 | 200,000 | 19,777 CHF | 10,000 CHF | 98.59% | 98.59% |
15/05/2024 | 43.40% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 6,069 CHF | 9,421 CHF | 87.49% | 87.49% |
14/05/2024 | 44.41% | 0.03 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 5,986 CHF | 9,400 CHF | 98.98% | 98.98% |
13/05/2024 | 46.08% | 0.03 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 5,894 CHF | 9,400 CHF | 95.49% | 95.49% |
10/05/2024 | 79.90% | 0.02 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,957 CHF | 9,200 CHF | 97.14% | 97.14% |
08/05/2024 | 79.44% | 0.02 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,974 CHF | 9,200 CHF | 98.19% | 98.19% |
07/05/2024 | 102.09% | 0.02 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,000 CHF | 9,000 CHF | 84.47% | 84.47% |
06/05/2024 | 127.27% | 0.01 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 9,000 CHF | 92.67% | 92.67% |
03/05/2024 | 125.93% | 0.01 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,000 CHF | 8,800 CHF | 90.64% | 90.64% |