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 | 18.06% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 25,220 CHF | 30,220 CHF | 96.19% | 96.19% |
15/05/2024 | 14.82% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 31,380 CHF | 36,380 CHF | 98.74% | 98.74% |
14/05/2024 | 14.96% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 31,173 CHF | 36,173 CHF | 98.47% | 98.47% |
13/05/2024 | 18.65% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 24,417 CHF | 29,417 CHF | 94.68% | 94.68% |
10/05/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,219 CHF | 25,219 CHF | 98.30% | 98.30% |
08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,000 CHF | 25,000 CHF | 96.59% | 96.59% |
07/05/2024 | 19.99% | 0.05 CHF | 0.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 22,758 CHF | 27,758 CHF | 96.52% | 96.52% |
06/05/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,061 CHF | 25,061 CHF | 98.25% | 98.25% |
03/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,000 CHF | 25,000 CHF | 98.74% | 98.74% |
02/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,000 CHF | 25,000 CHF | 98.03% | 98.03% |