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 | 30.58% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 15,245 CHF | 10,373 CHF | 93.57% | 93.57% |
15/05/2024 | 29.23% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 16,087 CHF | 10,703 CHF | 98.94% | 98.94% |
14/05/2024 | 29.71% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 14,551 CHF | 9,807 CHF | 100.00% | 100.00% |
13/05/2024 | 29.56% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 15,918 CHF | 10,709 CHF | 100.00% | 100.00% |
10/05/2024 | 27.12% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,551 CHF | 11,525 CHF | 100.00% | 100.00% |
08/05/2024 | 27.87% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 16,991 CHF | 11,245 CHF | 94.87% | 94.87% |
07/05/2024 | 27.68% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,398 CHF | 11,492 CHF | 96.26% | 96.26% |
06/05/2024 | 28.19% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,912 CHF | 11,894 CHF | 97.19% | 97.19% |
03/05/2024 | 27.41% | 0.04 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 17,845 CHF | 11,754 CHF | 98.25% | 98.25% |
02/05/2024 | 24.05% | 0.03 CHF | 0.05 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 21,062 CHF | 13,388 CHF | 99.13% | 99.13% |