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 | 18.94% | 0.05 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 26,295 CHF | 15,898 CHF | 93.57% | 93.57% |
15/05/2024 | 18.91% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 26,345 CHF | 15,798 CHF | 98.94% | 98.94% |
14/05/2024 | 17.23% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 26,886 CHF | 15,975 CHF | 100.00% | 100.00% |
13/05/2024 | 18.80% | 0.06 CHF | 0.07 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 26,538 CHF | 16,019 CHF | 100.00% | 100.00% |
10/05/2024 | 19.90% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 24,905 CHF | 15,203 CHF | 100.00% | 100.00% |
08/05/2024 | 19.55% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 25,389 CHF | 15,445 CHF | 94.87% | 94.87% |
07/05/2024 | 20.09% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 25,017 CHF | 15,301 CHF | 96.26% | 96.26% |
06/05/2024 | 21.25% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 24,713 CHF | 15,294 CHF | 97.19% | 97.19% |
03/05/2024 | 20.74% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 24,493 CHF | 15,078 CHF | 98.24% | 98.24% |
02/05/2024 | 22.92% | 0.05 CHF | 0.06 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 22,225 CHF | 13,969 CHF | 99.13% | 99.13% |