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 | 4.81% | 0.24 CHF | 0.26 CHF | 138,781 | 10,000 | 149,945 | 10,000 | 32,581 CHF | 2,282 CHF | 99.99% | 99.99% |
07/05/2024 | 8.69% | 0.20 CHF | 0.21 CHF | 157,890 | 10,000 | 169,186 | 10,000 | 30,675 CHF | 1,979 CHF | 98.92% | 98.92% |
06/05/2024 | 8.59% | 0.17 CHF | 0.19 CHF | 176,024 | 10,000 | 172,233 | 9,973 | 31,002 CHF | 1,957 CHF | 100.00% | 100.00% |
03/05/2024 | 14.68% | 0.16 CHF | 0.19 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 860 CHF | 996 CHF | 81.27% | 81.27% |
02/05/2024 | 10.78% | 0.22 CHF | 0.25 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,227 CHF | 1,365 CHF | 87.61% | 87.61% |
30/04/2024 | 6.99% | 0.36 CHF | 0.39 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 1,921 CHF | 2,058 CHF | 83.50% | 83.50% |
29/04/2024 | 2.60% | 1.01 CHF | 1.03 CHF | 50,000 | 10,000 | 50,624 | 10,000 | 51,673 CHF | 10,481 CHF | 99.92% | 99.92% |
26/04/2024 | 1.96% | 0.99 CHF | 1.01 CHF | 60,000 | 10,000 | 60,000 | 10,000 | 54,802 CHF | 9,315 CHF | 82.59% | 82.59% |
25/04/2024 | 2.20% | 0.80 CHF | 0.81 CHF | 70,000 | 10,000 | 59,008 | 10,000 | 55,151 CHF | 9,645 CHF | 98.90% | 98.90% |
24/04/2024 | 1.76% | 0.96 CHF | 0.98 CHF | 60,000 | 10,000 | 58,001 | 10,000 | 57,140 CHF | 10,034 CHF | 100.00% | 100.00% |