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 | 24.38% | 0.04 CHF | 0.05 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 32,950 CHF | 4,661 CHF | 99.17% | 99.17% |
15/05/2024 | 21.89% | 0.04 CHF | 0.05 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 36,816 CHF | 5,091 CHF | 99.17% | 99.17% |
14/05/2024 | 22.41% | 0.04 CHF | 0.05 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 35,872 CHF | 4,986 CHF | 99.15% | 99.15% |
13/05/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 37,048 CHF | 5,116 CHF | 98.58% | 98.58% |
10/05/2024 | 21.97% | 0.05 CHF | 0.06 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 36,844 CHF | 5,094 CHF | 99.16% | 99.16% |
08/05/2024 | 36.19% | 0.03 CHF | 0.04 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 21,004 CHF | 3,334 CHF | 99.17% | 99.17% |
07/05/2024 | 29.79% | 0.02 CHF | 0.03 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 26,040 CHF | 3,893 CHF | 97.94% | 97.94% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 18,000 CHF | 3,000 CHF | 99.17% | 99.17% |
03/05/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 18,045 CHF | 3,005 CHF | 99.16% | 99.16% |
02/05/2024 | 37.94% | 0.02 CHF | 0.03 CHF | 900,000 | 100,000 | 900,000 | 100,000 | 19,626 CHF | 3,181 CHF | 99.15% | 99.15% |