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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 39.50% | 0.04 CHF | 0.06 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 1,006 CHF | 1,500 CHF | 98.54% | 98.54% |
22/05/2024 | 22.12% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,121 CHF | 2,512 CHF | 91.28% | 91.28% |
21/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,001 CHF | 2,500 CHF | 99.99% | 99.99% |
17/05/2024 | 22.09% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,165 CHF | 2,516 CHF | 97.36% | 97.36% |
16/05/2024 | 24.89% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,899 CHF | 2,290 CHF | 72.18% | 72.18% |
15/05/2024 | 23.90% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 49,606 | 18,757 CHF | 2,358 CHF | 94.55% | 94.55% |
14/05/2024 | 29.69% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,515 CHF | 1,951 CHF | 97.77% | 97.77% |
13/05/2024 | 28.89% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,911 CHF | 1,991 CHF | 93.81% | 93.81% |
10/05/2024 | 29.01% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,806 CHF | 1,981 CHF | 81.55% | 81.55% |
08/05/2024 | 32.55% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,266 CHF | 1,827 CHF | 97.89% | 97.89% |