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 | 19.86% | 0.04 CHF | 0.05 CHF | 360,000 | 360,000 | 356,108 | 356,108 | 16,538 CHF | 20,108 CHF | 100.00% | 100.00% |
15/05/2024 | 14.79% | 0.05 CHF | 0.06 CHF | 340,000 | 340,000 | 335,973 | 335,973 | 21,619 CHF | 24,988 CHF | 100.00% | 100.00% |
14/05/2024 | 14.66% | 0.07 CHF | 0.08 CHF | 420,000 | 420,000 | 416,237 | 416,237 | 27,358 CHF | 31,525 CHF | 99.98% | 99.98% |
13/05/2024 | 27.36% | 0.04 CHF | 0.05 CHF | 430,000 | 430,000 | 428,015 | 428,015 | 13,763 CHF | 18,045 CHF | 99.46% | 99.46% |
10/05/2024 | 33.11% | 0.02 CHF | 0.03 CHF | 440,000 | 440,000 | 433,145 | 433,145 | 11,133 CHF | 15,469 CHF | 100.00% | 100.00% |
08/05/2024 | 32.13% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 435,435 | 435,435 | 11,577 CHF | 15,937 CHF | 99.07% | 99.07% |
07/05/2024 | 24.80% | 0.04 CHF | 0.05 CHF | 430,000 | 430,000 | 426,149 | 426,149 | 15,385 CHF | 19,655 CHF | 99.67% | 99.67% |
06/05/2024 | 27.85% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 435,104 | 435,104 | 13,749 CHF | 18,105 CHF | 100.00% | 100.00% |
03/05/2024 | 31.13% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 436,466 | 436,466 | 12,093 CHF | 16,462 CHF | 100.00% | 100.00% |
02/05/2024 | 34.42% | 0.03 CHF | 0.04 CHF | 440,000 | 440,000 | 440,058 | 440,058 | 10,788 CHF | 15,193 CHF | 100.00% | 100.00% |