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 | 31.22% | 0.03 CHF | 0.04 CHF | 336,894 | 50,000 | 332,534 | 50,000 | 9,746 CHF | 2,000 CHF | 99.02% | 99.02% |
15/05/2024 | 45.76% | 0.03 CHF | 0.05 CHF | 315,061 | 50,000 | 289,934 | 49,495 | 9,123 CHF | 2,470 CHF | 98.90% | 98.90% |
14/05/2024 | 44.01% | 0.03 CHF | 0.05 CHF | 280,257 | 50,000 | 278,168 | 50,000 | 8,928 CHF | 2,500 CHF | 100.00% | 100.00% |
13/05/2024 | 33.89% | 0.04 CHF | 0.05 CHF | 292,426 | 50,000 | 282,045 | 50,000 | 10,124 CHF | 2,512 CHF | 100.00% | 100.00% |
10/05/2024 | 29.48% | 0.04 CHF | 0.06 CHF | 280,890 | 50,000 | 276,739 | 50,000 | 11,070 CHF | 2,704 CHF | 100.00% | 100.00% |
08/05/2024 | 34.59% | 0.04 CHF | 0.05 CHF | 281,108 | 50,000 | 266,444 | 50,000 | 10,948 CHF | 2,919 CHF | 98.83% | 98.83% |
07/05/2024 | 38.33% | 0.04 CHF | 0.06 CHF | 296,245 | 50,000 | 309,458 | 50,000 | 11,452 CHF | 2,742 CHF | 96.43% | 96.43% |
06/05/2024 | 33.47% | 0.03 CHF | 0.04 CHF | 329,651 | 50,000 | 337,246 | 50,000 | 10,117 CHF | 2,114 CHF | 100.00% | 100.00% |
03/05/2024 | 46.99% | 0.03 CHF | 0.04 CHF | 344,892 | 50,000 | 315,567 | 50,000 | 9,482 CHF | 2,433 CHF | 97.93% | 97.93% |
02/05/2024 | 39.36% | 0.03 CHF | 0.05 CHF | 321,115 | 50,000 | 336,505 | 50,000 | 10,193 CHF | 2,271 CHF | 99.40% | 99.40% |