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 | 31.40% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,765 CHF | 2,815 CHF | 99.32% | 99.32% |
15/05/2024 | 30.07% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 74,759 | 14,343 CHF | 2,893 CHF | 94.23% | 94.23% |
14/05/2024 | 28.59% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,991 CHF | 2,999 CHF | 79.42% | 79.42% |
13/05/2024 | 31.33% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 13,793 CHF | 2,819 CHF | 64.99% | 64.99% |
10/05/2024 | 28.63% | 0.02 CHF | 0.03 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 14,975 CHF | 2,996 CHF | 92.53% | 92.53% |
08/05/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,982 CHF | 3,747 CHF | 100.00% | 100.00% |
07/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 96.25% | 96.25% |
06/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 20,000 CHF | 3,750 CHF | 97.40% | 97.40% |
03/05/2024 | 22.59% | 0.04 CHF | 0.05 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 19,710 CHF | 3,707 CHF | 91.82% | 91.82% |
02/05/2024 | 24.69% | 0.03 CHF | 0.04 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 18,059 CHF | 3,459 CHF | 93.48% | 93.48% |