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 | 26.83% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,760 CHF | 11,630 CHF | 99.33% | 99.33% |
15/05/2024 | 25.80% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 18,587 CHF | 11,943 CHF | 98.94% | 98.94% |
14/05/2024 | 25.90% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,051 CHF | 11,057 CHF | 100.00% | 100.00% |
13/05/2024 | 26.62% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,962 CHF | 11,731 CHF | 100.00% | 100.00% |
10/05/2024 | 24.14% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 20,051 CHF | 12,775 CHF | 100.00% | 100.00% |
08/05/2024 | 24.74% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 19,491 CHF | 12,495 CHF | 94.87% | 94.87% |
07/05/2024 | 24.63% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 19,898 CHF | 12,742 CHF | 96.26% | 96.26% |
06/05/2024 | 25.17% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 20,412 CHF | 13,144 CHF | 97.19% | 97.19% |
03/05/2024 | 24.45% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 20,345 CHF | 13,004 CHF | 98.24% | 98.24% |
02/05/2024 | 21.75% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 23,562 CHF | 14,638 CHF | 99.13% | 99.13% |