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 | 12.69% | 0.08 CHF | 0.09 CHF | 375,670 | 50,000 | 373,689 | 50,000 | 29,634 CHF | 4,500 CHF | 99.02% | 99.02% |
15/05/2024 | 21.04% | 0.08 CHF | 0.10 CHF | 368,021 | 50,000 | 364,058 | 49,495 | 29,090 CHF | 4,886 CHF | 98.90% | 98.90% |
14/05/2024 | 22.22% | 0.08 CHF | 0.10 CHF | 346,926 | 50,000 | 346,926 | 50,000 | 27,754 CHF | 5,000 CHF | 100.00% | 100.00% |
13/05/2024 | 20.50% | 0.08 CHF | 0.10 CHF | 368,671 | 50,000 | 354,881 | 50,000 | 28,391 CHF | 4,918 CHF | 100.00% | 100.00% |
10/05/2024 | 20.21% | 0.09 CHF | 0.10 CHF | 349,153 | 50,000 | 348,421 | 50,000 | 28,475 CHF | 5,000 CHF | 100.00% | 100.00% |
08/05/2024 | 16.88% | 0.08 CHF | 0.10 CHF | 348,341 | 50,000 | 341,782 | 50,000 | 29,196 CHF | 5,058 CHF | 98.83% | 98.83% |
07/05/2024 | 13.90% | 0.09 CHF | 0.10 CHF | 350,916 | 50,000 | 364,306 | 50,000 | 30,830 CHF | 4,871 CHF | 96.43% | 96.43% |
06/05/2024 | 23.44% | 0.07 CHF | 0.09 CHF | 381,021 | 50,000 | 381,467 | 50,000 | 27,157 CHF | 4,500 CHF | 100.00% | 100.00% |
03/05/2024 | 17.09% | 0.07 CHF | 0.09 CHF | 379,869 | 50,000 | 377,048 | 50,000 | 28,636 CHF | 4,502 CHF | 97.93% | 97.93% |
02/05/2024 | 20.39% | 0.08 CHF | 0.09 CHF | 388,415 | 50,000 | 383,467 | 50,000 | 28,219 CHF | 4,509 CHF | 99.40% | 99.40% |