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 | 13.83% | 0.07 CHF | 0.09 CHF | 142,891 | 50,000 | 141,534 | 50,000 | 11,245 CHF | 4,583 CHF | 75.74% | 75.74% |
15/05/2024 | 18.24% | 0.06 CHF | 0.08 CHF | 162,026 | 50,000 | 180,895 | 49,422 | 10,059 CHF | 3,335 CHF | 83.98% | 83.98% |
14/05/2024 | 24.72% | 0.05 CHF | 0.06 CHF | 193,211 | 50,000 | 208,890 | 49,377 | 9,573 CHF | 2,910 CHF | 99.89% | 99.89% |
13/05/2024 | 30.67% | 0.04 CHF | 0.05 CHF | 269,448 | 50,000 | 304,686 | 50,000 | 9,428 CHF | 2,113 CHF | 100.00% | 100.00% |
10/05/2024 | 22.27% | 0.04 CHF | 0.05 CHF | 228,493 | 50,000 | 243,887 | 50,000 | 9,772 CHF | 2,506 CHF | 100.00% | 100.00% |
08/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 234,947 | 50,000 | 210,018 | 50,000 | 10,859 CHF | 3,136 CHF | 100.00% | 100.00% |
07/05/2024 | 18.73% | 0.04 CHF | 0.05 CHF | 243,581 | 50,000 | 217,557 | 50,000 | 11,055 CHF | 3,080 CHF | 94.95% | 94.95% |
06/05/2024 | 14.43% | 0.06 CHF | 0.07 CHF | 206,137 | 50,000 | 185,683 | 50,000 | 12,831 CHF | 4,017 CHF | 100.00% | 100.00% |
03/05/2024 | 10.42% | 0.07 CHF | 0.09 CHF | 175,754 | 50,000 | 152,890 | 50,000 | 14,141 CHF | 5,141 CHF | 98.64% | 98.64% |
02/05/2024 | 12.27% | 0.10 CHF | 0.11 CHF | 153,048 | 50,000 | 157,538 | 50,000 | 14,004 CHF | 5,028 CHF | 99.13% | 99.13% |