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 | 13.28% | 0.07 CHF | 0.08 CHF | 380,197 | 50,000 | 405,444 | 50,000 | 28,672 CHF | 4,046 CHF | 95.60% | 95.60% |
15/05/2024 | 18.53% | 0.05 CHF | 0.06 CHF | 498,537 | 50,000 | 496,379 | 49,712 | 24,732 CHF | 2,980 CHF | 81.76% | 81.76% |
14/05/2024 | 25.28% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 486,926 | 49,312 | 17,774 CHF | 2,298 CHF | 90.82% | 90.82% |
13/05/2024 | 25.69% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,270 CHF | 2,227 CHF | 97.40% | 97.40% |
10/05/2024 | 28.31% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,203 CHF | 2,020 CHF | 100.00% | 100.00% |
08/05/2024 | 34.31% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,491 CHF | 1,749 CHF | 99.92% | 99.92% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 10,000 CHF | 1,500 CHF | 96.44% | 96.44% |
06/05/2024 | 43.43% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 497,614 | 49,874 | 10,432 CHF | 1,570 CHF | 98.83% | 98.83% |
03/05/2024 | 73.12% | 0.02 CHF | 0.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 415 CHF | 868 CHF | 98.64% | 98.64% |
02/05/2024 | 85.16% | 0.01 CHF | 0.03 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 319 CHF | 767 CHF | 99.13% | 99.13% |