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 | 21.89% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 599,134 | 599,134 | 24,826 CHF | 30,826 CHF | 99.64% | 99.64% |
15/05/2024 | 22.92% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 598,899 | 598,899 | 23,301 CHF | 29,301 CHF | 99.78% | 99.78% |
14/05/2024 | 23.82% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,285 CHF | 28,285 CHF | 100.00% | 100.00% |
13/05/2024 | 28.03% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 18,485 CHF | 24,485 CHF | 100.00% | 100.00% |
10/05/2024 | 28.48% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 18,094 CHF | 24,094 CHF | 97.09% | 97.09% |
08/05/2024 | 26.89% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,762 | 599,762 | 19,355 CHF | 25,355 CHF | 78.08% | 78.08% |
07/05/2024 | 24.02% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,349 | 599,349 | 22,109 CHF | 28,109 CHF | 93.28% | 93.28% |
06/05/2024 | 26.11% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 20,023 CHF | 26,023 CHF | 100.00% | 100.00% |
03/05/2024 | 26.16% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,967 CHF | 25,967 CHF | 98.78% | 98.78% |
02/05/2024 | 23.08% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 23,096 CHF | 29,096 CHF | 100.00% | 100.00% |