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 | 27.39% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,419 CHF | 2,697 CHF | 99.25% | 99.25% |
15/05/2024 | 26.46% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 49,447 | 23,224 CHF | 2,983 CHF | 98.90% | 98.90% |
14/05/2024 | 27.13% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,565 CHF | 3,361 CHF | 100.00% | 100.00% |
13/05/2024 | 23.75% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,000 CHF | 2,543 CHF | 100.00% | 100.00% |
10/05/2024 | 22.54% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 20,009 CHF | 2,510 CHF | 100.00% | 100.00% |
08/05/2024 | 29.58% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,059 CHF | 2,843 CHF | 98.86% | 98.86% |
07/05/2024 | 22.03% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 24,119 CHF | 3,000 CHF | 96.43% | 96.43% |
06/05/2024 | 24.68% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,250 CHF | 2,968 CHF | 100.00% | 100.00% |
03/05/2024 | 26.33% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 25,786 CHF | 3,354 CHF | 97.93% | 97.93% |
02/05/2024 | 20.40% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 28,602 CHF | 3,500 CHF | 99.40% | 99.40% |