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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 12.60% | 0.07 CHF | 0.08 CHF | 60,000 | 60,000 | 59,893 | 59,893 | 4,472 CHF | 5,072 CHF | 100.00% | 100.00% |
14/05/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 60,000 | 60,000 | 59,965 | 59,965 | 3,585 CHF | 4,185 CHF | 100.00% | 100.00% |
13/05/2024 | 10.32% | 0.09 CHF | 0.10 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 5,571 CHF | 6,171 CHF | 100.00% | 100.00% |
10/05/2024 | 8.99% | 0.11 CHF | 0.12 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 6,388 CHF | 6,988 CHF | 100.00% | 100.00% |
08/05/2024 | 13.82% | 0.08 CHF | 0.09 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 4,086 CHF | 4,686 CHF | 99.09% | 99.09% |
07/05/2024 | 19.00% | 0.06 CHF | 0.07 CHF | 60,000 | 60,000 | 59,865 | 59,865 | 2,883 CHF | 3,483 CHF | 100.00% | 100.00% |
06/05/2024 | 23.70% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,243 CHF | 2,843 CHF | 100.00% | 100.00% |
03/05/2024 | 27.38% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,916 CHF | 2,516 CHF | 99.98% | 99.98% |
02/05/2024 | 26.71% | 0.03 CHF | 0.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 1,956 CHF | 2,556 CHF | 100.00% | 100.00% |
30/04/2024 | 21.15% | 0.04 CHF | 0.05 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 2,543 CHF | 3,143 CHF | 100.00% | 100.00% |