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 | 16.22% | 0.05 CHF | 0.06 CHF | 290,000 | 290,000 | 286,909 | 286,909 | 16,649 CHF | 19,525 CHF | 100.00% | 100.00% |
15/05/2024 | 12.02% | 0.07 CHF | 0.08 CHF | 270,000 | 270,000 | 266,800 | 266,800 | 21,456 CHF | 24,132 CHF | 100.00% | 100.00% |
14/05/2024 | 11.91% | 0.09 CHF | 0.10 CHF | 340,000 | 340,000 | 337,043 | 337,043 | 27,699 CHF | 31,073 CHF | 99.99% | 99.99% |
13/05/2024 | 22.54% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 348,412 | 348,412 | 13,990 CHF | 17,476 CHF | 99.46% | 99.46% |
10/05/2024 | 27.34% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 353,948 | 353,948 | 11,412 CHF | 14,955 CHF | 100.00% | 100.00% |
08/05/2024 | 26.64% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 356,265 | 356,265 | 11,807 CHF | 15,374 CHF | 99.06% | 99.06% |
07/05/2024 | 20.35% | 0.05 CHF | 0.06 CHF | 350,000 | 350,000 | 347,029 | 347,029 | 15,672 CHF | 19,149 CHF | 99.67% | 99.67% |
06/05/2024 | 22.91% | 0.04 CHF | 0.05 CHF | 360,000 | 360,000 | 355,903 | 355,903 | 14,069 CHF | 17,632 CHF | 100.00% | 100.00% |
03/05/2024 | 25.64% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 356,377 | 356,377 | 12,383 CHF | 15,951 CHF | 99.97% | 99.97% |
02/05/2024 | 28.55% | 0.03 CHF | 0.04 CHF | 360,000 | 360,000 | 356,380 | 356,380 | 10,912 CHF | 14,480 CHF | 100.00% | 100.00% |