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 | 26.40% | 0.04 CHF | 0.05 CHF | 260,000 | 260,000 | 144,717 | 144,717 | 4,905 CHF | 6,362 CHF | 100.00% | 100.00% |
15/05/2024 | 29.48% | 0.03 CHF | 0.04 CHF | 260,000 | 260,000 | 144,112 | 144,112 | 4,277 CHF | 5,735 CHF | 99.56% | 99.56% |
14/05/2024 | 34.50% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 145,102 | 145,102 | 3,602 CHF | 5,059 CHF | 100.00% | 100.00% |
13/05/2024 | 37.92% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 145,070 | 145,070 | 3,279 CHF | 4,736 CHF | 100.00% | 100.00% |
10/05/2024 | 25.69% | 0.03 CHF | 0.04 CHF | 260,000 | 260,000 | 143,477 | 143,477 | 4,880 CHF | 6,320 CHF | 100.00% | 100.00% |
08/05/2024 | 37.20% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 143,857 | 143,857 | 3,296 CHF | 4,741 CHF | 98.63% | 98.63% |
07/05/2024 | 37.58% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 145,620 | 145,620 | 3,260 CHF | 4,722 CHF | 98.55% | 98.55% |
06/05/2024 | 32.85% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 145,113 | 145,113 | 3,780 CHF | 5,237 CHF | 100.00% | 100.00% |
03/05/2024 | 33.54% | 0.02 CHF | 0.03 CHF | 260,000 | 260,000 | 143,789 | 143,789 | 3,573 CHF | 5,016 CHF | 99.98% | 99.98% |
02/05/2024 | 33.99% | 0.03 CHF | 0.04 CHF | 260,000 | 260,000 | 99,310 | 99,310 | 2,476 CHF | 3,474 CHF | 100.00% | 100.00% |