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 | 47.43% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,609 | 139,609 | 2,275 CHF | 3,672 CHF | 100.00% | 100.00% |
10/05/2024 | 42.02% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,698 | 139,698 | 2,632 CHF | 4,029 CHF | 100.00% | 100.00% |
08/05/2024 | 43.88% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,963 | 139,963 | 2,509 CHF | 3,908 CHF | 99.09% | 99.09% |
07/05/2024 | 49.31% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,941 | 139,941 | 2,146 CHF | 3,546 CHF | 100.00% | 100.00% |
06/05/2024 | 56.40% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 1,790 CHF | 3,190 CHF | 100.00% | 100.00% |
03/05/2024 | 58.76% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,833 | 139,833 | 1,683 CHF | 3,082 CHF | 100.00% | 100.00% |
02/05/2024 | 57.38% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,634 | 139,634 | 1,741 CHF | 3,137 CHF | 100.00% | 100.00% |
30/04/2024 | 51.79% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,575 | 139,575 | 2,007 CHF | 3,404 CHF | 100.00% | 100.00% |
29/04/2024 | 49.41% | 0.02 CHF | 0.03 CHF | 140,000 | 140,000 | 139,519 | 139,519 | 2,139 CHF | 3,535 CHF | 100.00% | 100.00% |
26/04/2024 | 51.26% | 0.01 CHF | 0.02 CHF | 140,000 | 140,000 | 139,705 | 139,705 | 2,037 CHF | 3,434 CHF | 99.59% | 99.59% |