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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/05/2024 | 35.25% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 12,863 CHF | 9,182 CHF | 90.94% | 90.94% |
23/05/2024 | 31.61% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 14,472 CHF | 9,952 CHF | 98.54% | 98.54% |
22/05/2024 | 31.91% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 14,508 CHF | 10,004 CHF | 92.19% | 92.19% |
21/05/2024 | 35.31% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 11,704 CHF | 8,352 CHF | 100.00% | 100.00% |
17/05/2024 | 36.50% | 0.02 CHF | 0.03 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 12,365 CHF | 8,933 CHF | 100.00% | 100.00% |
16/05/2024 | 32.38% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 14,245 CHF | 9,873 CHF | 93.57% | 93.57% |
15/05/2024 | 30.88% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 247,987 | 15,087 CHF | 10,207 CHF | 98.94% | 98.94% |
14/05/2024 | 31.57% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 13,551 CHF | 9,307 CHF | 100.00% | 100.00% |
13/05/2024 | 31.24% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 14,918 CHF | 10,209 CHF | 100.00% | 100.00% |
10/05/2024 | 28.53% | 0.03 CHF | 0.04 CHF | 500,000 | 250,000 | 500,000 | 250,000 | 16,551 CHF | 11,025 CHF | 100.00% | 100.00% |