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 | 35.32% | 0.04 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,593 CHF | 1,249 CHF | 99.25% | 99.25% |
15/05/2024 | 27.83% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 24,952 | 19,255 CHF | 1,268 CHF | 98.90% | 98.90% |
14/05/2024 | 44.90% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,590 CHF | 1,229 CHF | 95.83% | 95.83% |
13/05/2024 | 42.22% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,808 CHF | 1,214 CHF | 91.37% | 91.37% |
10/05/2024 | 41.12% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 457,291 | 23,905 | 13,727 CHF | 1,106 CHF | 98.05% | 98.05% |
08/05/2024 | 43.43% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,997 CHF | 1,173 CHF | 100.00% | 100.00% |
07/05/2024 | 35.37% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 17,647 CHF | 1,251 CHF | 97.06% | 97.06% |
06/05/2024 | 28.98% | 0.03 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,000 CHF | 1,005 CHF | 96.91% | 96.91% |
03/05/2024 | 42.09% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 13,226 CHF | 1,000 CHF | 97.94% | 97.94% |
02/05/2024 | 50.76% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,087 CHF | 2,000 CHF | 99.40% | 99.40% |