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 | 25.89% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 477,933 | 50,000 | 22,068 CHF | 3,001 CHF | 99.25% | 99.25% |
15/05/2024 | 23.26% | 0.06 CHF | 0.07 CHF | 450,979 | 50,000 | 450,672 | 49,447 | 23,924 CHF | 3,327 CHF | 98.90% | 98.90% |
14/05/2024 | 21.82% | 0.06 CHF | 0.08 CHF | 419,079 | 50,000 | 417,502 | 50,000 | 25,753 CHF | 3,845 CHF | 100.00% | 100.00% |
13/05/2024 | 33.34% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,527 CHF | 3,000 CHF | 100.00% | 100.00% |
10/05/2024 | 25.72% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 499,615 | 50,000 | 22,889 CHF | 2,956 CHF | 100.00% | 100.00% |
08/05/2024 | 23.95% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 483,642 | 50,000 | 24,710 CHF | 3,261 CHF | 98.86% | 98.86% |
07/05/2024 | 19.55% | 0.06 CHF | 0.08 CHF | 442,246 | 50,000 | 480,066 | 50,000 | 27,826 CHF | 3,519 CHF | 96.43% | 96.43% |
06/05/2024 | 20.35% | 0.05 CHF | 0.06 CHF | 497,007 | 50,000 | 479,191 | 50,000 | 27,043 CHF | 3,460 CHF | 100.00% | 100.00% |
03/05/2024 | 16.29% | 0.06 CHF | 0.07 CHF | 485,968 | 50,000 | 425,682 | 50,000 | 28,511 CHF | 3,957 CHF | 97.93% | 97.93% |
02/05/2024 | 15.61% | 0.07 CHF | 0.08 CHF | 402,760 | 50,000 | 402,881 | 50,000 | 29,427 CHF | 4,275 CHF | 99.39% | 99.39% |