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 | 12.75% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 36,851 CHF | 8,370 CHF | 99.85% | 99.85% |
07/05/2024 | 13.24% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,295 CHF | 8,059 CHF | 96.17% | 96.17% |
06/05/2024 | 12.32% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 38,215 CHF | 8,643 CHF | 100.00% | 100.00% |
03/05/2024 | 10.82% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 43,833 CHF | 9,767 CHF | 83.32% | 83.32% |
02/05/2024 | 13.34% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 34,989 CHF | 7,998 CHF | 99.11% | 99.11% |
30/04/2024 | 12.02% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 39,352 CHF | 8,870 CHF | 100.00% | 100.00% |
29/04/2024 | 12.04% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 39,144 CHF | 8,829 CHF | 100.00% | 100.00% |
26/04/2024 | 11.73% | 0.08 CHF | 0.09 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 40,153 CHF | 9,031 CHF | 99.23% | 99.23% |
25/04/2024 | 13.25% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 35,319 CHF | 8,064 CHF | 99.39% | 99.39% |
24/04/2024 | 11.95% | 0.07 CHF | 0.08 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 39,537 CHF | 8,907 CHF | 100.00% | 100.00% |