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 | 3.90% | 0.26 CHF | 0.27 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 10,060 CHF | 10,460 CHF | 99.79% | 99.79% |
16/05/2024 | 3.62% | 0.28 CHF | 0.29 CHF | 40,000 | 40,000 | 39,949 | 39,949 | 10,857 CHF | 11,257 CHF | 99.34% | 99.34% |
15/05/2024 | 3.97% | 0.26 CHF | 0.27 CHF | 40,000 | 40,000 | 39,926 | 39,926 | 9,900 CHF | 10,300 CHF | 99.43% | 99.43% |
14/05/2024 | 4.76% | 0.20 CHF | 0.21 CHF | 40,000 | 40,000 | 39,977 | 39,977 | 8,218 CHF | 8,618 CHF | 99.76% | 99.76% |
13/05/2024 | 5.20% | 0.20 CHF | 0.21 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 9,486 CHF | 9,986 CHF | 99.58% | 99.58% |
10/05/2024 | 8.09% | 0.13 CHF | 0.14 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 7,282 CHF | 7,882 CHF | 99.70% | 99.70% |
08/05/2024 | 15.14% | 0.06 CHF | 0.07 CHF | 60,000 | 60,000 | 62,500 | 62,500 | 3,835 CHF | 4,460 CHF | 99.11% | 99.11% |
07/05/2024 | 22.76% | 0.04 CHF | 0.05 CHF | 70,000 | 70,000 | 69,880 | 69,880 | 2,748 CHF | 3,448 CHF | 97.36% | 97.36% |
06/05/2024 | 15.07% | 0.07 CHF | 0.08 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 4,301 CHF | 5,001 CHF | 100.00% | 100.00% |
03/05/2024 | 15.09% | 0.06 CHF | 0.07 CHF | 70,000 | 70,000 | 70,000 | 70,000 | 4,296 CHF | 4,996 CHF | 99.99% | 99.99% |