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 | 26.93% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 29,321 CHF | 12,774 CHF | 99.17% | 99.17% |
08/05/2024 | 22.06% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 36,399 CHF | 15,133 CHF | 99.17% | 99.17% |
07/05/2024 | 27.06% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 29,139 CHF | 12,713 CHF | 97.93% | 97.93% |
06/05/2024 | 28.46% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 27,159 CHF | 12,053 CHF | 99.17% | 99.17% |
03/05/2024 | 27.28% | 0.03 CHF | 0.04 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 28,834 CHF | 12,611 CHF | 99.16% | 99.16% |
02/05/2024 | 17.92% | 0.04 CHF | 0.05 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 47,167 CHF | 18,722 CHF | 99.15% | 99.15% |
30/04/2024 | 8.20% | 0.09 CHF | 0.10 CHF | 900,000 | 300,000 | 783,300 | 261,100 | 93,143 CHF | 33,659 CHF | 99.17% | 99.17% |
29/04/2024 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,847 CHF | 63,116 CHF | 99.17% | 99.17% |
26/04/2024 | 2.78% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,957 CHF | 54,819 CHF | 99.16% | 99.16% |
25/04/2024 | 2.63% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 171,066 CHF | 58,522 CHF | 98.09% | 98.09% |