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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 33.13% | 0.02 CHF | 0.03 CHF | 430,000 | 430,000 | 425,617 | 425,617 | 10,899 CHF | 15,160 CHF | 100.00% | 100.00% |
16/05/2024 | 27.22% | 0.03 CHF | 0.04 CHF | 220,000 | 220,000 | 211,133 | 211,133 | 6,850 CHF | 8,967 CHF | 100.00% | 100.00% |
15/05/2024 | 11.75% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 197,179 | 197,179 | 16,586 CHF | 18,579 CHF | 100.00% | 100.00% |
14/05/2024 | 9.45% | 0.10 CHF | 0.11 CHF | 210,000 | 210,000 | 207,887 | 207,887 | 21,401 CHF | 23,483 CHF | 99.97% | 99.97% |
13/05/2024 | 14.77% | 0.08 CHF | 0.09 CHF | 290,000 | 290,000 | 287,082 | 287,082 | 18,526 CHF | 21,400 CHF | 100.00% | 100.00% |
10/05/2024 | 18.68% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 296,983 | 296,983 | 14,692 CHF | 17,665 CHF | 100.00% | 100.00% |
08/05/2024 | 20.35% | 0.05 CHF | 0.06 CHF | 250,000 | 250,000 | 247,183 | 247,183 | 11,270 CHF | 13,745 CHF | 98.83% | 98.83% |
07/05/2024 | 10.41% | 0.11 CHF | 0.12 CHF | 270,000 | 270,000 | 267,033 | 267,033 | 24,899 CHF | 27,574 CHF | 97.93% | 97.93% |
06/05/2024 | 9.84% | 0.09 CHF | 0.10 CHF | 290,000 | 290,000 | 287,082 | 287,082 | 28,305 CHF | 31,179 CHF | 100.00% | 100.00% |
03/05/2024 | 10.93% | 0.09 CHF | 0.10 CHF | 310,000 | 310,000 | 306,881 | 306,881 | 27,113 CHF | 30,185 CHF | 100.00% | 100.00% |