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 | 38.31% | 0.02 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,332 CHF | 2,908 CHF | 98.70% | 98.70% |
15/05/2024 | 39.93% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 74,208 | 12,326 CHF | 2,699 CHF | 94.84% | 94.84% |
14/05/2024 | 105.32% | 0.01 CHF | 0.03 CHF | 37,500 | 37,500 | 37,500 | 37,500 | 410 CHF | 1,299 CHF | 96.35% | 96.55% |
13/05/2024 | 30.88% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,032 CHF | 3,072 CHF | 95.93% | 95.93% |
10/05/2024 | 22.48% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,912 CHF | 4,113 CHF | 80.79% | 80.79% |
08/05/2024 | 20.67% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 22,528 CHF | 4,150 CHF | 55.95% | 55.95% |
07/05/2024 | 25.19% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 460,735 | 71,816 | 18,015 CHF | 3,567 CHF | 94.04% | 94.04% |
06/05/2024 | 22.56% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,935 CHF | 3,749 CHF | 96.42% | 96.42% |
03/05/2024 | 21.50% | 0.05 CHF | 0.06 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 21,158 CHF | 3,933 CHF | 95.00% | 95.00% |
02/05/2024 | 23.25% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,763 CHF | 3,736 CHF | 98.83% | 98.83% |