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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 22.59% | 0.04 CHF | 0.05 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 12,580 CHF | 15,780 CHF | 100.00% | 100.00% |
10/05/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 12,772 CHF | 15,972 CHF | 100.00% | 100.00% |
08/05/2024 | 25.57% | 0.04 CHF | 0.05 CHF | 320,000 | 320,000 | 326,857 | 326,857 | 11,177 CHF | 14,445 CHF | 99.24% | 99.24% |
07/05/2024 | 31.45% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 329,636 | 329,636 | 8,860 CHF | 12,161 CHF | 97.37% | 97.37% |
06/05/2024 | 28.15% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 10,094 CHF | 13,394 CHF | 100.00% | 100.00% |
03/05/2024 | 28.32% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 10,009 CHF | 13,309 CHF | 100.00% | 100.00% |
02/05/2024 | 28.28% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 10,029 CHF | 13,329 CHF | 100.00% | 100.00% |
30/04/2024 | 26.46% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 329,897 | 329,897 | 10,834 CHF | 14,134 CHF | 100.00% | 100.00% |
29/04/2024 | 26.90% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 10,633 CHF | 13,933 CHF | 99.99% | 99.99% |
26/04/2024 | 26.12% | 0.03 CHF | 0.04 CHF | 330,000 | 330,000 | 329,408 | 329,408 | 10,981 CHF | 14,275 CHF | 98.65% | 98.65% |