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 | 17.17% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 29,295 CHF | 17,398 CHF | 93.57% | 93.57% |
15/05/2024 | 17.14% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 29,345 CHF | 17,286 CHF | 98.94% | 98.94% |
14/05/2024 | 15.63% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 29,886 CHF | 17,475 CHF | 100.00% | 100.00% |
13/05/2024 | 17.05% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 29,538 CHF | 17,519 CHF | 100.00% | 100.00% |
10/05/2024 | 17.95% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 27,905 CHF | 16,703 CHF | 100.00% | 100.00% |
08/05/2024 | 17.67% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 28,389 CHF | 16,945 CHF | 94.88% | 94.88% |
07/05/2024 | 18.14% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 28,017 CHF | 16,801 CHF | 96.26% | 96.26% |
06/05/2024 | 19.17% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 27,713 CHF | 16,794 CHF | 97.19% | 97.19% |
03/05/2024 | 18.68% | 0.05 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 27,493 CHF | 16,578 CHF | 98.25% | 98.25% |
02/05/2024 | 20.45% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 25,225 CHF | 15,469 CHF | 99.13% | 99.13% |