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 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.37% | 99.37% |
08/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.85% | 99.85% |
07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 96.17% | 96.17% |
06/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 100.00% | 100.00% |
03/05/2024 | 24.30% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 18,364 CHF | 4,673 CHF | 83.31% | 83.31% |
02/05/2024 | 29.41% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 14,632 CHF | 3,926 CHF | 99.11% | 99.11% |
30/04/2024 | 28.05% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,408 CHF | 4,082 CHF | 100.00% | 100.00% |
29/04/2024 | 28.51% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,049 CHF | 4,010 CHF | 100.00% | 100.00% |
26/04/2024 | 28.16% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,321 CHF | 4,064 CHF | 99.23% | 99.23% |
25/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 15,000 CHF | 4,000 CHF | 99.39% | 99.39% |