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 | 12.73% | 0.18 CHF | 0.20 CHF | 50,000 | 50,000 | 49,925 | 49,925 | 7,463 CHF | 8,463 CHF | 100.00% | 100.00% |
15/05/2024 | 11.31% | 0.16 CHF | 0.18 CHF | 50,000 | 50,000 | 49,907 | 49,907 | 8,382 CHF | 9,382 CHF | 100.00% | 100.00% |
14/05/2024 | 11.80% | 0.16 CHF | 0.18 CHF | 50,000 | 50,000 | 49,972 | 49,972 | 8,006 CHF | 9,006 CHF | 99.99% | 99.99% |
13/05/2024 | 11.54% | 0.16 CHF | 0.18 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 8,228 CHF | 9,228 CHF | 99.83% | 99.83% |
10/05/2024 | 12.05% | 0.18 CHF | 0.20 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 7,833 CHF | 8,833 CHF | 100.00% | 100.00% |
08/05/2024 | 19.58% | 0.11 CHF | 0.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,648 CHF | 5,648 CHF | 98.93% | 98.93% |
07/05/2024 | 16.71% | 0.09 CHF | 0.11 CHF | 50,000 | 50,000 | 49,884 | 49,884 | 5,548 CHF | 6,548 CHF | 99.88% | 99.88% |
06/05/2024 | 22.70% | 0.09 CHF | 0.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,919 CHF | 4,919 CHF | 100.00% | 100.00% |
03/05/2024 | 22.84% | 0.07 CHF | 0.09 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 3,890 CHF | 4,890 CHF | 99.97% | 99.97% |
02/05/2024 | 21.38% | 0.08 CHF | 0.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 4,190 CHF | 5,190 CHF | 98.52% | 98.52% |