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 | 87.06% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,380 CHF | 6,050 CHF | 85.01% | 85.01% |
10/05/2024 | 91.76% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,161 CHF | 5,812 CHF | 93.10% | 93.10% |
08/05/2024 | 94.17% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,067 CHF | 5,739 CHF | 100.00% | 100.00% |
07/05/2024 | 93.68% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 2,104 CHF | 5,785 CHF | 95.82% | 95.82% |
06/05/2024 | 153.25% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 718 CHF | 5,400 CHF | 100.00% | 100.00% |
03/05/2024 | 138.74% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 943 CHF | 5,200 CHF | 96.54% | 96.54% |
02/05/2024 | 124.39% | 0.00 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,262 CHF | 5,400 CHF | 92.16% | 92.16% |
30/04/2024 | 121.92% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,311 CHF | 5,400 CHF | 99.86% | 99.86% |
29/04/2024 | 112.98% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,503 CHF | 5,400 CHF | 99.89% | 99.89% |
26/04/2024 | 121.63% | 0.01 CHF | 0.03 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,318 CHF | 5,400 CHF | 93.64% | 93.64% |