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 | 17.04% | 0.05 CHF | 0.06 CHF | 200,000 | 200,000 | 199,706 | 199,706 | 10,753 CHF | 12,753 CHF | 100.00% | 100.00% |
15/05/2024 | 13.02% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 199,642 | 199,642 | 14,395 CHF | 16,395 CHF | 99.83% | 99.83% |
14/05/2024 | 13.49% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 13,828 CHF | 15,828 CHF | 99.88% | 99.88% |
13/05/2024 | 20.47% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 8,773 CHF | 10,773 CHF | 100.00% | 100.00% |
10/05/2024 | 9.62% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,846 CHF | 21,846 CHF | 100.00% | 100.00% |
08/05/2024 | 9.05% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,125 CHF | 23,125 CHF | 99.29% | 99.29% |
07/05/2024 | 9.02% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,189 CHF | 23,189 CHF | 100.00% | 100.00% |
06/05/2024 | 8.70% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 22,006 CHF | 24,006 CHF | 100.00% | 100.00% |
03/05/2024 | 7.56% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,459 CHF | 27,459 CHF | 98.70% | 98.70% |
02/05/2024 | 7.92% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 24,265 CHF | 26,265 CHF | 100.00% | 100.00% |