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 | 12.87% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 21,877 CHF | 8,292 CHF | 99.74% | 99.74% |
07/05/2024 | 15.39% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 299,300 | 99,825 | 17,958 CHF | 6,988 CHF | 59.51% | 90.72% |
06/05/2024 | 14.36% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,495 CHF | 7,498 CHF | 97.92% | 97.92% |
03/05/2024 | 15.28% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,149 CHF | 7,050 CHF | 97.83% | 97.83% |
02/05/2024 | 15.38% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,000 CHF | 7,000 CHF | 99.41% | 99.41% |
30/04/2024 | 14.44% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,386 CHF | 7,462 CHF | 98.23% | 98.23% |
29/04/2024 | 14.89% | 0.06 CHF | 0.07 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,730 CHF | 7,243 CHF | 95.95% | 95.95% |
26/04/2024 | 14.18% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 19,760 CHF | 7,587 CHF | 98.27% | 98.27% |
25/04/2024 | 15.28% | 0.07 CHF | 0.08 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 18,240 CHF | 7,080 CHF | 98.73% | 98.73% |
24/04/2024 | 11.80% | 0.08 CHF | 0.09 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 23,929 CHF | 8,976 CHF | 99.90% | 99.90% |