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 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.17% | 99.17% |
15/05/2024 | 30.11% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,851 CHF | 9,784 CHF | 94.33% | 94.33% |
14/05/2024 | 30.02% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,547 CHF | 9,682 CHF | 99.16% | 99.16% |
13/05/2024 | 30.35% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 21,332 CHF | 9,611 CHF | 98.53% | 98.53% |
10/05/2024 | 38.63% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,899 CHF | 7,800 CHF | 99.01% | 99.01% |
08/05/2024 | 57.44% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 10,109 CHF | 5,870 CHF | 98.84% | 98.84% |
07/05/2024 | 27.55% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 23,702 CHF | 10,401 CHF | 97.93% | 97.93% |
06/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 99.17% | 99.17% |
03/05/2024 | 25.58% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 26,033 CHF | 11,178 CHF | 99.16% | 99.16% |
02/05/2024 | 54.15% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 11,790 CHF | 6,430 CHF | 99.15% | 99.15% |