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 | 21.81% | 0.04 CHF | 0.05 CHF | 700,000 | 700,000 | 692,045 | 692,045 | 28,289 CHF | 35,210 CHF | 99.56% | 99.56% |
15/05/2024 | 18.64% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 675,640 | 675,640 | 32,892 CHF | 39,648 CHF | 99.56% | 99.56% |
14/05/2024 | 19.08% | 0.05 CHF | 0.06 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 33,203 CHF | 40,203 CHF | 99.53% | 99.53% |
13/05/2024 | 19.84% | 0.05 CHF | 0.06 CHF | 700,000 | 700,000 | 700,000 | 700,000 | 31,803 CHF | 38,803 CHF | 99.51% | 99.51% |
10/05/2024 | 20.63% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 26,100 CHF | 32,100 CHF | 99.55% | 99.55% |
08/05/2024 | 21.08% | 0.04 CHF | 0.05 CHF | 900,000 | 900,000 | 900,000 | 900,000 | 38,266 CHF | 47,266 CHF | 99.07% | 99.07% |
07/05/2024 | 22.20% | 0.04 CHF | 0.05 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 20,156 CHF | 25,156 CHF | 98.45% | 98.45% |
06/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 30,096 CHF | 35,096 CHF | 99.49% | 99.49% |
03/05/2024 | 13.71% | 0.06 CHF | 0.07 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 30,608 CHF | 35,108 CHF | 99.08% | 99.08% |
02/05/2024 | 14.88% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 534,758 | 534,758 | 33,523 CHF | 38,871 CHF | 98.92% | 98.92% |