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 | 53.90% | 0.02 CHF | 0.03 CHF | 940,000 | 940,000 | 471,451 | 471,451 | 6,506 CHF | 11,253 CHF | 100.00% | 100.00% |
15/05/2024 | 42.78% | 0.02 CHF | 0.03 CHF | 950,000 | 950,000 | 461,069 | 461,069 | 8,415 CHF | 13,066 CHF | 100.00% | 100.00% |
14/05/2024 | 55.74% | 0.02 CHF | 0.03 CHF | 920,000 | 920,000 | 469,400 | 469,400 | 7,029 CHF | 11,744 CHF | 100.00% | 100.00% |
13/05/2024 | 64.37% | 0.01 CHF | 0.02 CHF | 950,000 | 950,000 | 479,977 | 479,977 | 5,699 CHF | 10,521 CHF | 99.86% | 99.86% |
10/05/2024 | 55.11% | 0.01 CHF | 0.02 CHF | 980,000 | 980,000 | 468,435 | 468,435 | 6,083 CHF | 10,789 CHF | 100.00% | 100.00% |
08/05/2024 | 40.41% | 0.02 CHF | 0.03 CHF | 950,000 | 950,000 | 463,519 | 463,519 | 9,117 CHF | 13,776 CHF | 96.51% | 96.51% |
07/05/2024 | 22.36% | 0.03 CHF | 0.04 CHF | 920,000 | 920,000 | 448,804 | 448,804 | 17,527 CHF | 22,039 CHF | 97.41% | 97.41% |
06/05/2024 | 18.75% | 0.05 CHF | 0.06 CHF | 910,000 | 910,000 | 451,576 | 451,576 | 23,060 CHF | 27,594 CHF | 98.41% | 98.41% |
03/05/2024 | 20.25% | 0.04 CHF | 0.05 CHF | 930,000 | 930,000 | 449,039 | 449,039 | 20,886 CHF | 25,396 CHF | 99.97% | 99.97% |
02/05/2024 | 15.94% | 0.05 CHF | 0.06 CHF | 910,000 | 910,000 | 444,823 | 444,823 | 25,208 CHF | 29,676 CHF | 100.00% | 100.00% |