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 | 16.94% | 0.05 CHF | 0.07 CHF | 366,873 | 50,000 | 325,096 | 50,000 | 19,531 CHF | 3,564 CHF | 77.52% | 77.52% |
15/05/2024 | 27.23% | 0.06 CHF | 0.07 CHF | 323,427 | 50,000 | 468,143 | 49,448 | 16,996 CHF | 2,397 CHF | 90.37% | 90.37% |
14/05/2024 | 39.70% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,021 CHF | 1,926 CHF | 98.80% | 98.80% |
13/05/2024 | 28.28% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 495,602 | 50,000 | 15,246 CHF | 2,047 CHF | 94.00% | 94.00% |
10/05/2024 | 24.61% | 0.05 CHF | 0.06 CHF | 442,116 | 50,000 | 471,758 | 50,000 | 19,775 CHF | 2,686 CHF | 91.46% | 91.46% |
08/05/2024 | 29.96% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 17,817 CHF | 2,397 CHF | 86.23% | 86.23% |
07/05/2024 | 32.68% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 16,134 CHF | 2,243 CHF | 96.43% | 96.43% |
06/05/2024 | 29.38% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,547 CHF | 2,090 CHF | 99.79% | 99.79% |
03/05/2024 | 38.42% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,938 CHF | 2,031 CHF | 97.40% | 97.40% |
02/05/2024 | 34.46% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 15,979 CHF | 2,246 CHF | 92.63% | 92.63% |