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 | 27.98% | 0.03 CHF | 0.05 CHF | 343,492 | 50,000 | 314,614 | 50,000 | 12,393 CHF | 2,632 CHF | 99.25% | 99.25% |
15/05/2024 | 22.34% | 0.06 CHF | 0.07 CHF | 262,353 | 50,000 | 267,515 | 49,447 | 14,104 CHF | 3,285 CHF | 98.90% | 98.90% |
14/05/2024 | 16.60% | 0.07 CHF | 0.08 CHF | 238,736 | 50,000 | 236,007 | 50,000 | 16,249 CHF | 4,081 CHF | 99.99% | 99.99% |
13/05/2024 | 23.11% | 0.05 CHF | 0.06 CHF | 310,817 | 50,000 | 324,742 | 50,000 | 13,254 CHF | 2,577 CHF | 100.00% | 100.00% |
10/05/2024 | 34.30% | 0.03 CHF | 0.05 CHF | 371,477 | 50,000 | 391,349 | 50,000 | 12,882 CHF | 2,331 CHF | 100.00% | 100.00% |
08/05/2024 | 29.77% | 0.03 CHF | 0.04 CHF | 410,206 | 50,000 | 343,122 | 50,000 | 13,950 CHF | 2,802 CHF | 98.86% | 98.86% |
07/05/2024 | 22.07% | 0.06 CHF | 0.07 CHF | 291,944 | 50,000 | 299,069 | 50,000 | 15,390 CHF | 3,217 CHF | 96.43% | 96.43% |
06/05/2024 | 22.84% | 0.04 CHF | 0.05 CHF | 347,163 | 50,000 | 310,566 | 50,000 | 15,999 CHF | 3,246 CHF | 100.00% | 100.00% |
03/05/2024 | 15.72% | 0.05 CHF | 0.06 CHF | 307,440 | 50,000 | 259,676 | 50,000 | 17,540 CHF | 3,997 CHF | 97.93% | 97.93% |
02/05/2024 | 15.97% | 0.07 CHF | 0.08 CHF | 255,076 | 50,000 | 241,001 | 50,000 | 19,257 CHF | 4,697 CHF | 99.19% | 99.19% |