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 | 28.97% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 16,245 CHF | 10,873 CHF | 93.57% | 93.57% |
15/05/2024 | 27.76% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 17,087 CHF | 11,199 CHF | 98.94% | 98.94% |
14/05/2024 | 28.06% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 15,551 CHF | 10,307 CHF | 100.00% | 100.00% |
13/05/2024 | 28.71% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 16,462 CHF | 10,981 CHF | 100.00% | 100.00% |
10/05/2024 | 26.40% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 18,095 CHF | 11,798 CHF | 100.00% | 100.00% |
08/05/2024 | 26.53% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,991 CHF | 11,745 CHF | 94.87% | 94.87% |
07/05/2024 | 26.37% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 18,398 CHF | 11,992 CHF | 96.26% | 96.26% |
06/05/2024 | 26.90% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 18,912 CHF | 12,394 CHF | 97.19% | 97.19% |
03/05/2024 | 26.14% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 18,845 CHF | 12,254 CHF | 98.24% | 98.24% |
02/05/2024 | 24.39% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 21,775 CHF | 13,888 CHF | 99.13% | 99.13% |