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 | 46.28% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 13,234 CHF | 6,911 CHF | 99.17% | 99.17% |
15/05/2024 | 36.82% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 17,089 CHF | 8,196 CHF | 94.33% | 94.33% |
14/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.16% | 99.16% |
13/05/2024 | 31.43% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 20,627 CHF | 9,376 CHF | 98.53% | 98.53% |
10/05/2024 | 41.96% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,450 CHF | 7,317 CHF | 99.01% | 99.01% |
08/05/2024 | 56.71% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,826 CHF | 6,109 CHF | 98.84% | 98.84% |
07/05/2024 | 27.30% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,006 CHF | 10,502 CHF | 97.93% | 97.93% |
06/05/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,445 CHF | 9,982 CHF | 99.17% | 99.17% |
03/05/2024 | 28.09% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 23,300 CHF | 10,267 CHF | 99.17% | 99.17% |
02/05/2024 | 53.25% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 11,275 CHF | 6,258 CHF | 99.15% | 99.15% |