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 | 13.29% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 495,618 | 495,618 | 34,834 CHF | 39,790 CHF | 100.00% | 100.00% |
15/05/2024 | 13.14% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 35,560 CHF | 40,560 CHF | 100.00% | 100.00% |
14/05/2024 | 13.40% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 34,815 CHF | 39,815 CHF | 100.00% | 100.00% |
13/05/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 34,713 CHF | 39,713 CHF | 100.00% | 100.00% |
10/05/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 40,809 CHF | 46,809 CHF | 100.00% | 100.00% |
08/05/2024 | 15.55% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 35,601 CHF | 41,601 CHF | 100.00% | 100.00% |
07/05/2024 | 15.18% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 36,544 CHF | 42,544 CHF | 100.00% | 100.00% |
06/05/2024 | 16.56% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 33,232 CHF | 39,232 CHF | 100.00% | 100.00% |
03/05/2024 | 16.97% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 32,367 CHF | 38,367 CHF | 100.00% | 100.00% |
02/05/2024 | 17.18% | 0.05 CHF | 0.06 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 31,927 CHF | 37,927 CHF | 100.00% | 100.00% |