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 | 66.37% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,055 CHF | 2,011 CHF | 99.85% | 99.85% |
07/05/2024 | 65.44% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,712 CHF | 2,579 CHF | 98.60% | 98.60% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,000 CHF | 2,000 CHF | 100.00% | 100.00% |
03/05/2024 | 47.22% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 8,646 CHF | 2,729 CHF | 83.31% | 83.31% |
02/05/2024 | 92.72% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,095 CHF | 2,816 CHF | 99.11% | 99.11% |
30/04/2024 | 60.03% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,676 CHF | 2,404 CHF | 100.00% | 100.00% |
29/04/2024 | 65.65% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,191 CHF | 2,038 CHF | 100.00% | 100.00% |
26/04/2024 | 63.82% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 5,533 CHF | 2,107 CHF | 99.23% | 99.23% |
25/04/2024 | 58.11% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,894 CHF | 2,425 CHF | 99.39% | 99.39% |
24/04/2024 | 61.25% | 0.01 CHF | 0.02 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 6,016 CHF | 2,203 CHF | 100.00% | 100.00% |