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 | 51.43% | 0.01 CHF | 0.03 CHF | 150,000 | 150,000 | 149,157 | 149,157 | 2,267 CHF | 3,826 CHF | 99.67% | 99.67% |
07/05/2024 | 51.39% | 0.01 CHF | 0.02 CHF | 150,000 | 150,000 | 149,934 | 149,934 | 2,225 CHF | 3,759 CHF | 99.75% | 99.75% |
06/05/2024 | 44.45% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 2,629 CHF | 4,129 CHF | 100.00% | 100.00% |
03/05/2024 | 36.93% | 0.02 CHF | 0.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 3,324 CHF | 4,824 CHF | 100.00% | 100.00% |
02/05/2024 | 30.84% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 4,118 CHF | 5,618 CHF | 99.49% | 99.49% |
30/04/2024 | 30.23% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 149,923 | 149,923 | 4,215 CHF | 5,715 CHF | 100.00% | 100.00% |
29/04/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 149,977 | 149,977 | 4,458 CHF | 5,958 CHF | 99.67% | 99.67% |
26/04/2024 | 25.94% | 0.03 CHF | 0.04 CHF | 150,000 | 150,000 | 149,992 | 149,992 | 5,034 CHF | 6,534 CHF | 99.69% | 99.69% |
25/04/2024 | 22.01% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 6,091 CHF | 7,591 CHF | 100.00% | 100.00% |
24/04/2024 | 24.72% | 0.04 CHF | 0.05 CHF | 150,000 | 150,000 | 149,990 | 149,990 | 5,322 CHF | 6,822 CHF | 99.85% | 99.85% |