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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 4.20% | 0.30 CHF | 0.31 CHF | 170,000 | 50,000 | 152,293 | 50,000 | 51,477 CHF | 17,738 CHF | 100.00% | 100.00% |
16/05/2024 | 3.85% | 0.40 CHF | 0.41 CHF | 130,000 | 50,000 | 134,549 | 50,000 | 51,929 CHF | 20,094 CHF | 94.34% | 94.34% |
15/05/2024 | 4.48% | 0.40 CHF | 0.42 CHF | 130,000 | 50,000 | 163,080 | 49,434 | 51,657 CHF | 16,621 CHF | 98.22% | 98.22% |
14/05/2024 | 12.50% | 0.22 CHF | 0.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 4,441 CHF | 5,018 CHF | 89.08% | 89.19% |
13/05/2024 | 12.61% | 0.09 CHF | 0.11 CHF | 500,000 | 50,000 | 484,659 | 50,000 | 47,803 CHF | 5,601 CHF | 58.81% | 58.81% |
10/05/2024 | 10.69% | 0.11 CHF | 0.12 CHF | 456,029 | 50,000 | 469,228 | 50,000 | 49,217 CHF | 5,863 CHF | 88.07% | 88.07% |
08/05/2024 | 12.20% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 499,884 | 50,000 | 49,271 CHF | 5,568 CHF | 98.79% | 98.79% |
07/05/2024 | 15.51% | 0.10 CHF | 0.11 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 41,542 CHF | 4,847 CHF | 85.11% | 85.11% |
06/05/2024 | 15.75% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 34,521 CHF | 4,041 CHF | 100.00% | 100.00% |
03/05/2024 | 12.95% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 43,772 CHF | 4,983 CHF | 96.73% | 96.73% |