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 | 26.28% | 0.06 CHF | 0.08 CHF | 482,467 | 25,000 | 498,939 | 25,000 | 26,098 CHF | 1,692 CHF | 99.25% | 99.25% |
15/05/2024 | 23.30% | 0.06 CHF | 0.07 CHF | 500,000 | 25,000 | 499,315 | 24,950 | 28,940 CHF | 1,825 CHF | 94.85% | 94.85% |
14/05/2024 | 26.08% | 0.05 CHF | 0.07 CHF | 500,000 | 25,000 | 499,725 | 25,000 | 26,813 CHF | 1,740 CHF | 95.82% | 95.82% |
13/05/2024 | 23.99% | 0.05 CHF | 0.07 CHF | 500,000 | 25,000 | 494,562 | 25,000 | 28,054 CHF | 1,807 CHF | 91.37% | 91.37% |
10/05/2024 | 23.66% | 0.06 CHF | 0.08 CHF | 500,000 | 25,000 | 457,398 | 23,908 | 24,438 CHF | 1,627 CHF | 98.03% | 98.03% |
08/05/2024 | 38.59% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,191 CHF | 1,261 CHF | 100.00% | 100.00% |
07/05/2024 | 29.49% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 21,272 CHF | 1,421 CHF | 96.43% | 96.43% |
06/05/2024 | 34.34% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,067 CHF | 96.91% | 96.91% |
03/05/2024 | 40.44% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,839 CHF | 1,122 CHF | 97.94% | 97.94% |
02/05/2024 | 36.75% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,000 CHF | 2,191 CHF | 99.40% | 99.40% |