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 | 92.04% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,398 CHF | 3,000 CHF | 99.74% | 99.74% |
07/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 3,000 CHF | 90.72% | 90.72% |
06/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 3,000 CHF | 3,000 CHF | 97.92% | 97.92% |
03/05/2024 | 66.59% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 290,563 | 100,000 | 4,576 CHF | 3,000 CHF | 68.49% | 68.49% |
02/05/2024 | 49.80% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 5,510 CHF | 3,000 CHF | 99.41% | 99.41% |
30/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 98.23% | 98.23% |
29/04/2024 | 67.75% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 4,612 CHF | 3,000 CHF | 94.76% | 95.95% |
26/04/2024 | 64.44% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 4,778 CHF | 3,000 CHF | 98.27% | 98.27% |
25/04/2024 | 47.66% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 285,787 | 100,000 | 5,629 CHF | 3,100 CHF | 98.26% | 98.26% |
24/04/2024 | 43.14% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,100 CHF | 99.90% | 99.90% |