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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 99.37% | 99.37% |
08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 99.85% | 99.85% |
07/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 96.17% | 96.17% |
06/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,000 CHF | 5,000 CHF | 100.00% | 100.00% |
03/05/2024 | 18.82% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 24,206 CHF | 5,841 CHF | 83.32% | 83.32% |
02/05/2024 | 23.31% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,140 CHF | 4,828 CHF | 99.11% | 99.11% |
30/04/2024 | 20.46% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 22,180 CHF | 5,436 CHF | 100.00% | 100.00% |
29/04/2024 | 21.69% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,654 CHF | 5,131 CHF | 100.00% | 100.00% |
26/04/2024 | 21.47% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 20,928 CHF | 5,186 CHF | 99.23% | 99.23% |
25/04/2024 | 22.96% | 0.04 CHF | 0.05 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 19,420 CHF | 4,884 CHF | 99.39% | 99.39% |