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 | 12.38% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 38,043 CHF | 4,304 CHF | 81.98% | 81.98% |
15/05/2024 | 12.07% | 0.08 CHF | 0.09 CHF | 500,000 | 50,000 | 500,000 | 49,611 | 39,039 CHF | 4,369 CHF | 95.72% | 95.72% |
14/05/2024 | 13.78% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 33,919 CHF | 3,892 CHF | 98.41% | 98.41% |
13/05/2024 | 13.83% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 33,779 CHF | 3,878 CHF | 99.58% | 99.58% |
10/05/2024 | 15.27% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,286 CHF | 3,529 CHF | 81.66% | 81.66% |
08/05/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,150 CHF | 3,515 CHF | 98.88% | 98.88% |
07/05/2024 | 19.39% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,522 CHF | 2,852 CHF | 94.15% | 94.15% |
06/05/2024 | 19.39% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,504 CHF | 2,850 CHF | 100.00% | 100.00% |
03/05/2024 | 21.16% | 0.05 CHF | 0.06 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 21,343 CHF | 2,634 CHF | 98.25% | 98.25% |
02/05/2024 | 19.63% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 23,208 CHF | 2,821 CHF | 90.22% | 90.22% |