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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 12,001 CHF | 5,000 CHF | 99.41% | 99.41% |
30/04/2024 | 19.22% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 14,226 CHF | 5,742 CHF | 98.23% | 98.23% |
29/04/2024 | 20.44% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,325 CHF | 5,442 CHF | 95.95% | 95.95% |
26/04/2024 | 19.63% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,923 CHF | 5,641 CHF | 98.27% | 98.27% |
25/04/2024 | 22.20% | 0.05 CHF | 0.06 CHF | 300,000 | 100,000 | 299,783 | 99,946 | 12,155 CHF | 5,052 CHF | 98.73% | 98.73% |
24/04/2024 | 15.40% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 17,983 CHF | 6,994 CHF | 99.90% | 99.90% |
23/04/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,000 CHF | 7,000 CHF | 92.31% | 92.31% |
22/04/2024 | 16.39% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 289,776 | 97,955 | 16,707 CHF | 6,659 CHF | 99.97% | 99.97% |
19/04/2024 | 17.78% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 15,436 CHF | 6,145 CHF | 100.00% | 100.00% |
18/04/2024 | 19.99% | 0.04 CHF | 0.05 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 13,665 CHF | 5,555 CHF | 99.22% | 99.22% |