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 | 22.22% | 0.04 CHF | 0.05 CHF | 463,435 | 50,000 | 463,435 | 50,000 | 18,537 CHF | 2,500 CHF | 99.02% | 99.02% |
15/05/2024 | 37.63% | 0.04 CHF | 0.06 CHF | 478,637 | 50,000 | 466,774 | 49,495 | 18,628 CHF | 2,895 CHF | 98.90% | 98.90% |
14/05/2024 | 40.00% | 0.04 CHF | 0.06 CHF | 434,127 | 50,000 | 434,127 | 50,000 | 17,365 CHF | 3,000 CHF | 100.00% | 100.00% |
13/05/2024 | 37.07% | 0.04 CHF | 0.06 CHF | 477,259 | 50,000 | 446,691 | 50,000 | 17,868 CHF | 2,918 CHF | 100.00% | 100.00% |
10/05/2024 | 39.48% | 0.04 CHF | 0.06 CHF | 425,881 | 50,000 | 425,967 | 50,000 | 17,141 CHF | 3,000 CHF | 100.00% | 100.00% |
08/05/2024 | 27.98% | 0.04 CHF | 0.06 CHF | 435,298 | 50,000 | 429,473 | 50,000 | 19,518 CHF | 3,000 CHF | 98.83% | 98.83% |
07/05/2024 | 25.16% | 0.05 CHF | 0.06 CHF | 434,746 | 50,000 | 464,191 | 50,000 | 20,618 CHF | 2,871 CHF | 96.43% | 96.43% |
06/05/2024 | 38.40% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 499,919 | 50,000 | 17,086 CHF | 2,500 CHF | 100.00% | 100.00% |
03/05/2024 | 24.64% | 0.04 CHF | 0.05 CHF | 477,817 | 50,000 | 482,558 | 50,000 | 19,302 CHF | 2,568 CHF | 97.93% | 97.93% |
02/05/2024 | 35.80% | 0.04 CHF | 0.05 CHF | 485,921 | 50,000 | 494,362 | 50,000 | 17,631 CHF | 2,547 CHF | 99.40% | 99.40% |