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 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 99.26% | 99.26% |
15/05/2024 | 25.73% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 74,759 | 17,238 CHF | 3,324 CHF | 94.23% | 94.23% |
14/05/2024 | 25.33% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 17,552 CHF | 3,383 CHF | 79.42% | 79.42% |
13/05/2024 | 27.68% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 15,702 CHF | 3,105 CHF | 64.99% | 64.99% |
10/05/2024 | 22.50% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 497,728 | 75,000 | 19,688 CHF | 3,717 CHF | 98.36% | 98.36% |
08/05/2024 | 17.48% | 0.05 CHF | 0.06 CHF | 463,576 | 75,000 | 467,114 | 75,000 | 24,525 CHF | 4,688 CHF | 100.00% | 100.00% |
07/05/2024 | 15.59% | 0.06 CHF | 0.07 CHF | 476,583 | 75,000 | 478,589 | 75,000 | 28,363 CHF | 5,195 CHF | 98.05% | 98.05% |
06/05/2024 | 17.87% | 0.05 CHF | 0.06 CHF | 475,131 | 75,000 | 473,114 | 75,000 | 24,192 CHF | 4,584 CHF | 97.19% | 97.19% |
03/05/2024 | 16.77% | 0.05 CHF | 0.06 CHF | 473,485 | 75,000 | 473,719 | 75,000 | 26,068 CHF | 4,879 CHF | 91.90% | 91.90% |
02/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 493,579 | 75,000 | 493,637 | 75,000 | 24,682 CHF | 4,500 CHF | 94.28% | 94.28% |