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 | 29.48% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 16,581 CHF | 1,113 CHF | 97.83% | 97.83% |
07/05/2024 | 38.46% | 0.04 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 13,749 CHF | 1,004 CHF | 89.17% | 89.17% |
06/05/2024 | 32.98% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,333 CHF | 993 CHF | 99.38% | 99.38% |
03/05/2024 | 52.16% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,538 CHF | 893 CHF | 98.53% | 98.53% |
02/05/2024 | 54.84% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 9,986 CHF | 876 CHF | 93.14% | 93.14% |
30/04/2024 | 50.45% | 0.02 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,899 CHF | 903 CHF | 99.69% | 99.69% |
29/04/2024 | 30.05% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 15,305 CHF | 1,037 CHF | 100.00% | 100.00% |
26/04/2024 | 29.95% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,749 CHF | 994 CHF | 95.62% | 95.62% |
25/04/2024 | 24.90% | 0.03 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 18,503 CHF | 1,183 CHF | 98.90% | 98.90% |
24/04/2024 | 18.43% | 0.05 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 27,989 CHF | 1,681 CHF | 100.00% | 100.00% |