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 | 8.66% | 0.12 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 5,532 CHF | 6,032 CHF | 100.00% | 100.00% |
16/05/2024 | 7.70% | 0.13 CHF | 0.14 CHF | 50,000 | 50,000 | 49,938 | 49,938 | 6,259 CHF | 6,759 CHF | 99.99% | 99.99% |
15/05/2024 | 8.70% | 0.12 CHF | 0.13 CHF | 60,000 | 60,000 | 59,889 | 59,889 | 6,637 CHF | 7,237 CHF | 99.77% | 99.77% |
14/05/2024 | 11.23% | 0.08 CHF | 0.09 CHF | 60,000 | 60,000 | 59,966 | 59,966 | 5,052 CHF | 5,652 CHF | 99.73% | 99.73% |
13/05/2024 | 12.68% | 0.09 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,535 CHF | 5,135 CHF | 99.46% | 99.46% |
10/05/2024 | 23.38% | 0.05 CHF | 0.06 CHF | 60,000 | 60,000 | 59,991 | 59,991 | 2,419 CHF | 3,019 CHF | 99.49% | 99.49% |
08/05/2024 | 53.22% | 0.01 CHF | 0.02 CHF | 60,000 | 60,000 | 62,585 | 62,585 | 875 CHF | 1,501 CHF | 95.04% | 95.04% |
07/05/2024 | 83.00% | 0.01 CHF | 0.02 CHF | 70,000 | 70,000 | 69,879 | 69,879 | 582 CHF | 1,400 CHF | 97.33% | 97.33% |
06/05/2024 | 44.16% | 0.02 CHF | 0.03 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 1,240 CHF | 1,940 CHF | 100.00% | 100.00% |
03/05/2024 | 43.75% | 0.02 CHF | 0.03 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 1,255 CHF | 1,955 CHF | 99.98% | 99.98% |