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 | 17.19% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 26,772 CHF | 6,354 CHF | 93.06% | 93.06% |
15/05/2024 | 13.38% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 99,180 | 34,880 CHF | 7,910 CHF | 91.32% | 91.32% |
14/05/2024 | 13.57% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 34,438 CHF | 7,888 CHF | 95.18% | 95.18% |
13/05/2024 | 15.34% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 30,113 CHF | 7,023 CHF | 91.18% | 91.18% |
10/05/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,343 CHF | 6,069 CHF | 85.61% | 85.61% |
08/05/2024 | 20.49% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,144 CHF | 5,429 CHF | 94.11% | 94.11% |
07/05/2024 | 20.38% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,277 CHF | 5,455 CHF | 95.17% | 95.17% |
06/05/2024 | 22.01% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,258 CHF | 5,052 CHF | 94.58% | 94.58% |
03/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,999 CHF | 5,000 CHF | 97.28% | 97.28% |
02/05/2024 | 23.81% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,748 CHF | 4,750 CHF | 99.13% | 99.13% |