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 | 17.97% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,378 CHF | 6,076 CHF | 99.85% | 99.85% |
07/05/2024 | 18.09% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,165 CHF | 6,033 CHF | 96.17% | 96.17% |
06/05/2024 | 16.64% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 27,749 CHF | 6,550 CHF | 100.00% | 100.00% |
03/05/2024 | 14.35% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 32,510 CHF | 7,502 CHF | 83.32% | 83.32% |
02/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,000 CHF | 6,000 CHF | 99.11% | 99.11% |
30/04/2024 | 16.23% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,489 CHF | 6,698 CHF | 100.00% | 100.00% |
29/04/2024 | 16.17% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 28,594 CHF | 6,719 CHF | 100.00% | 100.00% |
26/04/2024 | 15.41% | 0.06 CHF | 0.07 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,970 CHF | 6,994 CHF | 99.23% | 99.23% |
25/04/2024 | 17.86% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 25,581 CHF | 6,116 CHF | 99.39% | 99.39% |
24/04/2024 | 15.84% | 0.05 CHF | 0.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 29,247 CHF | 6,849 CHF | 100.00% | 100.00% |