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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 26.91% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 9,653 CHF | 12,653 CHF | 100.00% | 100.00% |
23/05/2024 | 28.74% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 8,954 CHF | 11,954 CHF | 99.94% | 99.94% |
22/05/2024 | 31.69% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 7,984 CHF | 10,984 CHF | 100.00% | 100.00% |
21/05/2024 | 30.29% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,628 | 299,628 | 8,430 CHF | 11,430 CHF | 100.00% | 100.00% |
17/05/2024 | 27.79% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 9,315 CHF | 12,315 CHF | 100.00% | 100.00% |
16/05/2024 | 25.94% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,559 | 299,559 | 10,085 CHF | 13,085 CHF | 100.00% | 100.00% |
15/05/2024 | 24.15% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,444 | 299,444 | 10,949 CHF | 13,949 CHF | 99.83% | 99.83% |
14/05/2024 | 23.19% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 11,448 CHF | 14,448 CHF | 99.89% | 99.89% |
13/05/2024 | 26.27% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 9,926 CHF | 12,926 CHF | 99.45% | 99.45% |
10/05/2024 | 27.43% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 9,442 CHF | 12,442 CHF | 100.00% | 100.00% |