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 | 16.98% | 0.05 CHF | 0.06 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 32,572 CHF | 12,857 CHF | 99.17% | 99.17% |
15/05/2024 | 11.29% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 450,421 | 150,140 | 38,285 CHF | 14,263 CHF | 94.33% | 94.33% |
14/05/2024 | 13.28% | 0.08 CHF | 0.09 CHF | 450,000 | 150,000 | 483,731 | 161,244 | 34,021 CHF | 12,953 CHF | 99.16% | 99.16% |
13/05/2024 | 12.05% | 0.07 CHF | 0.08 CHF | 450,000 | 150,000 | 492,995 | 164,332 | 38,467 CHF | 14,466 CHF | 98.53% | 98.53% |
10/05/2024 | 16.09% | 0.06 CHF | 0.07 CHF | 600,000 | 200,000 | 607,670 | 202,557 | 34,954 CHF | 13,677 CHF | 99.01% | 99.01% |
08/05/2024 | 21.47% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 712,766 | 237,589 | 32,457 CHF | 13,195 CHF | 98.84% | 98.84% |
07/05/2024 | 9.86% | 0.11 CHF | 0.12 CHF | 450,000 | 150,000 | 515,712 | 171,904 | 49,607 CHF | 18,255 CHF | 97.93% | 97.93% |
06/05/2024 | 10.58% | 0.08 CHF | 0.09 CHF | 600,000 | 200,000 | 592,994 | 197,665 | 53,277 CHF | 19,736 CHF | 99.17% | 99.17% |
03/05/2024 | 10.18% | 0.10 CHF | 0.11 CHF | 450,000 | 150,000 | 528,211 | 176,070 | 49,240 CHF | 18,174 CHF | 99.16% | 99.16% |
02/05/2024 | 22.99% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 30,505 CHF | 12,668 CHF | 99.15% | 99.15% |