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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 23.29% | 0.04 CHF | 0.05 CHF | 422,709 | 50,000 | 451,859 | 49,760 | 18,074 CHF | 2,516 CHF | 98.90% | 98.90% |
14/05/2024 | 25.55% | 0.03 CHF | 0.05 CHF | 485,826 | 50,000 | 486,771 | 50,000 | 18,119 CHF | 2,396 CHF | 100.00% | 100.00% |
13/05/2024 | 34.00% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 499,498 | 50,000 | 15,908 CHF | 2,247 CHF | 100.00% | 100.00% |
10/05/2024 | 27.54% | 0.03 CHF | 0.05 CHF | 487,498 | 50,000 | 442,406 | 50,000 | 17,413 CHF | 2,601 CHF | 100.00% | 100.00% |
08/05/2024 | 27.47% | 0.04 CHF | 0.05 CHF | 493,789 | 50,000 | 445,965 | 50,000 | 17,530 CHF | 2,616 CHF | 100.00% | 100.00% |
07/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 498,649 | 50,000 | 498,649 | 50,000 | 19,946 CHF | 2,500 CHF | 96.43% | 96.43% |
06/05/2024 | 35.47% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 485,555 | 50,000 | 16,639 CHF | 2,444 CHF | 100.00% | 100.00% |
03/05/2024 | 23.65% | 0.04 CHF | 0.05 CHF | 428,099 | 50,000 | 475,007 | 50,000 | 18,924 CHF | 2,529 CHF | 97.94% | 97.94% |
02/05/2024 | 28.60% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 491,256 | 50,000 | 18,056 CHF | 2,442 CHF | 99.40% | 99.40% |
30/04/2024 | 27.81% | 0.04 CHF | 0.05 CHF | 448,910 | 50,000 | 443,432 | 50,000 | 17,738 CHF | 2,657 CHF | 100.00% | 100.00% |