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 | 11.30% | 0.09 CHF | 0.10 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 41,860 CHF | 4,686 CHF | 96.11% | 96.11% |
15/05/2024 | 13.42% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 49,535 | 34,997 CHF | 3,965 CHF | 85.12% | 85.12% |
14/05/2024 | 15.17% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 486,958 | 49,314 | 30,612 CHF | 3,598 CHF | 91.04% | 91.04% |
13/05/2024 | 15.62% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 29,592 CHF | 3,459 CHF | 97.50% | 97.50% |
10/05/2024 | 16.91% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,274 CHF | 3,227 CHF | 100.00% | 100.00% |
08/05/2024 | 19.84% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 22,947 CHF | 2,795 CHF | 99.92% | 99.92% |
07/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,500 CHF | 96.44% | 96.44% |
06/05/2024 | 22.33% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 497,614 | 49,874 | 20,362 CHF | 2,541 CHF | 98.83% | 98.83% |
03/05/2024 | 44.53% | 0.04 CHF | 0.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 779 CHF | 1,224 CHF | 98.64% | 98.64% |
02/05/2024 | 48.63% | 0.02 CHF | 0.04 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 720 CHF | 1,180 CHF | 99.13% | 99.13% |