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 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 98.49% | 98.49% |
15/05/2024 | 28.83% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,345 CHF | 9,948 CHF | 98.31% | 98.31% |
14/05/2024 | 26.43% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 25,025 CHF | 10,842 CHF | 99.36% | 99.36% |
13/05/2024 | 27.03% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 24,321 CHF | 10,607 CHF | 98.93% | 98.93% |
10/05/2024 | 23.72% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 28,228 CHF | 11,909 CHF | 99.23% | 99.23% |
08/05/2024 | 17.94% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 249,977 | 40,099 CHF | 15,865 CHF | 98.61% | 98.61% |
07/05/2024 | 8.63% | 0.10 CHF | 0.11 CHF | 750,000 | 250,000 | 686,155 | 228,718 | 76,183 CHF | 27,682 CHF | 94.70% | 94.70% |
06/05/2024 | 7.39% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 607,943 | 202,661 | 79,457 CHF | 28,514 CHF | 99.37% | 99.37% |
03/05/2024 | 8.73% | 0.12 CHF | 0.13 CHF | 600,000 | 200,000 | 703,534 | 234,511 | 77,151 CHF | 28,062 CHF | 99.27% | 99.27% |
02/05/2024 | 8.66% | 0.11 CHF | 0.12 CHF | 750,000 | 250,000 | 740,172 | 246,717 | 81,889 CHF | 29,763 CHF | 99.36% | 99.36% |