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 | 11.93% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 470,605 | 100,000 | 50,396 CHF | 12,087 CHF | 100.00% | 100.00% |
16/05/2024 | 9.95% | 0.12 CHF | 0.13 CHF | 420,000 | 100,000 | 421,542 | 100,000 | 50,475 CHF | 13,252 CHF | 98.06% | 98.06% |
15/05/2024 | 10.85% | 0.11 CHF | 0.12 CHF | 460,000 | 100,000 | 475,173 | 99,247 | 50,070 CHF | 11,673 CHF | 98.11% | 98.11% |
14/05/2024 | 13.66% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 41,350 CHF | 9,483 CHF | 99.13% | 99.13% |
13/05/2024 | 13.68% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 37,363 CHF | 8,554 CHF | 99.38% | 99.38% |
10/05/2024 | 24.00% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 21,387 CHF | 5,418 CHF | 99.42% | 99.42% |
08/05/2024 | 36.31% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 13,735 CHF | 3,926 CHF | 78.44% | 78.44% |
07/05/2024 | 66.46% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,058 CHF | 2,375 CHF | 96.57% | 96.57% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 100.00% | 100.00% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,000 CHF | 3,000 CHF | 95.43% | 95.43% |