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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 14.38% | 0.06 CHF | 0.07 CHF | 444,672 | 100,000 | 450,520 | 98,912 | 29,216 CHF | 7,413 CHF | 68.82% | 79.03% |
14/05/2024 | 14.43% | 0.07 CHF | 0.08 CHF | 404,033 | 100,000 | 442,511 | 100,000 | 28,715 CHF | 7,539 CHF | 79.05% | 79.05% |
13/05/2024 | 17.46% | 0.06 CHF | 0.07 CHF | 485,064 | 100,000 | 469,610 | 100,000 | 24,674 CHF | 6,257 CHF | 85.16% | 85.16% |
10/05/2024 | 21.67% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,756 CHF | 5,151 CHF | 90.60% | 90.60% |
08/05/2024 | 36.69% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,449 CHF | 3,290 CHF | 84.58% | 84.58% |
07/05/2024 | 36.37% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 11,588 CHF | 3,318 CHF | 82.05% | 82.05% |
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 | 92.86% | 92.86% |
03/05/2024 | 57.54% | 0.02 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,712 CHF | 2,342 CHF | 81.14% | 81.14% |
02/05/2024 | 66.56% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,021 CHF | 2,004 CHF | 97.54% | 97.54% |
30/04/2024 | 65.80% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,162 CHF | 2,032 CHF | 91.59% | 91.59% |