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 | 37.43% | 0.03 CHF | 0.04 CHF | 350,000 | 350,000 | 345,697 | 345,697 | 10,900 CHF | 15,782 CHF | 100.00% | 100.00% |
15/05/2024 | 24.73% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 345,567 | 345,567 | 17,872 CHF | 22,754 CHF | 100.00% | 100.00% |
14/05/2024 | 25.02% | 0.06 CHF | 0.07 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 17,582 CHF | 22,464 CHF | 100.00% | 100.00% |
13/05/2024 | 23.44% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 19,112 CHF | 23,994 CHF | 100.00% | 100.00% |
10/05/2024 | 20.73% | 0.06 CHF | 0.08 CHF | 350,000 | 350,000 | 346,172 | 346,172 | 21,631 CHF | 26,513 CHF | 100.00% | 100.00% |
08/05/2024 | 15.67% | 0.08 CHF | 0.10 CHF | 350,000 | 350,000 | 346,158 | 346,158 | 29,394 CHF | 34,276 CHF | 99.67% | 99.67% |
07/05/2024 | 12.93% | 0.08 CHF | 0.10 CHF | 350,000 | 350,000 | 346,019 | 346,019 | 36,312 CHF | 41,194 CHF | 100.00% | 100.00% |
06/05/2024 | 11.84% | 0.12 CHF | 0.13 CHF | 350,000 | 350,000 | 346,171 | 346,171 | 39,734 CHF | 44,616 CHF | 100.00% | 100.00% |
03/05/2024 | 10.69% | 0.13 CHF | 0.14 CHF | 350,000 | 350,000 | 346,122 | 346,122 | 44,456 CHF | 49,338 CHF | 98.98% | 98.98% |
02/05/2024 | 8.46% | 0.16 CHF | 0.17 CHF | 350,000 | 350,000 | 346,148 | 346,148 | 56,592 CHF | 61,474 CHF | 99.32% | 99.32% |