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 | 30.46% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,172 CHF | 3,834 CHF | 87.43% | 87.43% |
15/05/2024 | 26.06% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 99,180 | 16,981 CHF | 4,355 CHF | 91.32% | 91.32% |
14/05/2024 | 26.24% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 16,833 CHF | 4,367 CHF | 94.27% | 94.27% |
13/05/2024 | 29.74% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,534 CHF | 3,907 CHF | 90.97% | 90.97% |
10/05/2024 | 37.29% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,186 CHF | 3,237 CHF | 87.28% | 87.28% |
08/05/2024 | 43.77% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,526 CHF | 2,905 CHF | 90.16% | 90.16% |
07/05/2024 | 38.43% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 10,788 CHF | 3,158 CHF | 87.17% | 87.17% |
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 | 92.36% | 92.36% |
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 | 97.15% | 97.15% |
02/05/2024 | 41.18% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 9,778 CHF | 2,956 CHF | 98.71% | 98.71% |