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 | 18.44% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 37,015 CHF | 14,838 CHF | 99.17% | 99.17% |
15/05/2024 | 14.26% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 748,032 | 249,344 | 49,618 CHF | 19,033 CHF | 94.33% | 94.33% |
14/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 45,016 CHF | 17,505 CHF | 99.16% | 99.16% |
13/05/2024 | 14.69% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 47,592 CHF | 18,364 CHF | 98.53% | 98.53% |
10/05/2024 | 18.10% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 37,784 CHF | 15,095 CHF | 99.01% | 99.01% |
08/05/2024 | 24.79% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 749,995 | 249,998 | 28,002 CHF | 11,834 CHF | 98.84% | 98.84% |
07/05/2024 | 13.65% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 51,526 CHF | 19,675 CHF | 97.93% | 97.93% |
06/05/2024 | 13.93% | 0.06 CHF | 0.07 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 50,316 CHF | 19,272 CHF | 99.17% | 99.17% |
03/05/2024 | 13.19% | 0.07 CHF | 0.08 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 53,431 CHF | 20,310 CHF | 99.17% | 99.17% |
02/05/2024 | 23.33% | 0.05 CHF | 0.06 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 29,849 CHF | 12,450 CHF | 99.15% | 99.15% |