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 | 17.02% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 469,223 | 50,000 | 32,893 CHF | 4,161 CHF | 99.25% | 99.25% |
15/05/2024 | 17.18% | 0.08 CHF | 0.09 CHF | 421,923 | 50,000 | 434,401 | 49,423 | 33,747 CHF | 4,562 CHF | 94.81% | 94.81% |
14/05/2024 | 13.01% | 0.09 CHF | 0.10 CHF | 412,907 | 50,000 | 411,732 | 50,000 | 36,117 CHF | 4,998 CHF | 99.98% | 99.98% |
13/05/2024 | 14.32% | 0.07 CHF | 0.09 CHF | 469,917 | 50,000 | 485,475 | 50,000 | 33,983 CHF | 4,042 CHF | 100.00% | 100.00% |
10/05/2024 | 20.63% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 498,944 | 50,000 | 32,466 CHF | 3,993 CHF | 100.00% | 100.00% |
08/05/2024 | 18.47% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 473,767 | 50,000 | 33,434 CHF | 4,260 CHF | 98.86% | 98.86% |
07/05/2024 | 14.87% | 0.08 CHF | 0.10 CHF | 438,102 | 50,000 | 461,855 | 50,000 | 35,995 CHF | 4,519 CHF | 96.43% | 96.43% |
06/05/2024 | 15.35% | 0.07 CHF | 0.08 CHF | 480,479 | 50,000 | 464,362 | 50,000 | 35,480 CHF | 4,457 CHF | 100.00% | 100.00% |
03/05/2024 | 13.80% | 0.08 CHF | 0.09 CHF | 469,721 | 50,000 | 427,232 | 50,000 | 36,809 CHF | 4,954 CHF | 97.93% | 97.93% |
02/05/2024 | 13.11% | 0.09 CHF | 0.10 CHF | 407,402 | 50,000 | 407,035 | 50,000 | 37,532 CHF | 5,261 CHF | 99.40% | 99.40% |