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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 61.57% | 0.02 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 10,355 CHF | 7,825 CHF | 85.01% | 85.01% |
10/05/2024 | 65.48% | 0.02 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 9,464 CHF | 7,457 CHF | 93.10% | 93.10% |
08/05/2024 | 67.34% | 0.02 CHF | 0.04 CHF | 500,000 | 200,000 | 468,139 | 200,000 | 8,445 CHF | 7,240 CHF | 100.00% | 100.00% |
07/05/2024 | 65.40% | 0.02 CHF | 0.04 CHF | 500,000 | 200,000 | 500,000 | 200,000 | 9,317 CHF | 7,347 CHF | 98.13% | 98.13% |
06/05/2024 | 92.02% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,136 CHF | 5,762 CHF | 100.00% | 100.00% |
03/05/2024 | 88.29% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,282 CHF | 5,882 CHF | 96.54% | 96.54% |
02/05/2024 | 75.84% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,723 | 200,000 | 3,019 CHF | 6,655 CHF | 92.16% | 92.16% |
30/04/2024 | 74.91% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 3,038 CHF | 6,673 CHF | 99.86% | 99.86% |
29/04/2024 | 69.05% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 406,462 | 200,000 | 7,109 CHF | 7,094 CHF | 99.89% | 99.89% |
26/04/2024 | 72.92% | 0.02 CHF | 0.04 CHF | 200,000 | 200,000 | 211,330 | 200,000 | 3,368 CHF | 6,808 CHF | 93.63% | 93.63% |