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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 85.32% | 0.01 CHF | 0.03 CHF | 150,000 | 150,000 | 149,157 | 149,157 | 1,507 CHF | 3,742 CHF | 99.67% | 99.67% |
07/05/2024 | 83.53% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 149,934 | 149,934 | 1,499 CHF | 3,651 CHF | 99.74% | 99.74% |
06/05/2024 | 65.80% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 1,819 CHF | 3,600 CHF | 100.00% | 100.00% |
03/05/2024 | 46.75% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,472 CHF | 3,972 CHF | 100.00% | 100.00% |
02/05/2024 | 39.86% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 3,014 CHF | 4,514 CHF | 99.54% | 99.54% |
30/04/2024 | 38.89% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 149,923 | 149,923 | 3,113 CHF | 4,613 CHF | 100.00% | 100.00% |
29/04/2024 | 37.10% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 149,977 | 149,977 | 3,294 CHF | 4,794 CHF | 99.72% | 99.72% |
26/04/2024 | 33.08% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 149,979 | 149,979 | 3,790 CHF | 5,290 CHF | 99.69% | 99.69% |
25/04/2024 | 28.89% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 4,466 CHF | 5,966 CHF | 100.00% | 100.00% |
24/04/2024 | 32.13% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 3,919 CHF | 5,419 CHF | 99.85% | 99.85% |