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 | 16.56% | 0.07 CHF | 0.08 CHF | 342,100 | 10,000 | 363,540 | 10,000 | 21,405 CHF | 696 CHF | 100.00% | 100.00% |
07/05/2024 | 30.20% | 0.05 CHF | 0.06 CHF | 382,106 | 10,000 | 427,410 | 10,000 | 19,535 CHF | 618 CHF | 96.63% | 96.63% |
06/05/2024 | 32.46% | 0.04 CHF | 0.06 CHF | 447,578 | 10,000 | 430,944 | 9,973 | 18,915 CHF | 605 CHF | 99.58% | 99.58% |
03/05/2024 | 48.85% | 0.04 CHF | 0.06 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 205 CHF | 338 CHF | 82.17% | 82.17% |
02/05/2024 | 32.81% | 0.06 CHF | 0.09 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 359 CHF | 496 CHF | 87.93% | 87.93% |
30/04/2024 | 17.03% | 0.13 CHF | 0.16 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 731 CHF | 864 CHF | 83.50% | 83.50% |
29/04/2024 | 2.75% | 0.60 CHF | 0.62 CHF | 90,000 | 10,000 | 86,273 | 10,000 | 53,123 CHF | 6,336 CHF | 99.32% | 99.32% |
26/04/2024 | 3.10% | 0.59 CHF | 0.61 CHF | 90,000 | 10,000 | 97,244 | 10,000 | 52,137 CHF | 5,543 CHF | 61.14% | 61.14% |
25/04/2024 | 2.89% | 0.46 CHF | 0.47 CHF | 110,294 | 10,000 | 89,960 | 10,000 | 53,410 CHF | 6,131 CHF | 72.65% | 72.65% |
24/04/2024 | 2.85% | 0.58 CHF | 0.60 CHF | 90,000 | 10,000 | 89,922 | 10,000 | 53,772 CHF | 6,153 CHF | 100.00% | 100.00% |