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 | 28.57% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 9,000 CHF | 4,000 CHF | 96.49% | 96.49% |
10/05/2024 | 30.90% | 0.03 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 8,520 CHF | 3,856 CHF | 98.02% | 98.02% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 99.74% | 99.74% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 90.72% | 90.72% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 97.92% | 97.92% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 97.83% | 97.83% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 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 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 95.95% | 95.95% |
26/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,000 CHF | 3,000 CHF | 98.27% | 98.27% |