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 | 89.80% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,803 CHF | 1,492 CHF | 84.82% | 84.82% |
10/05/2024 | 81.67% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,006 CHF | 1,226 CHF | 99.90% | 99.90% |
08/05/2024 | 90.15% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,816 CHF | 1,499 CHF | 93.72% | 93.72% |
07/05/2024 | 95.07% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,406 CHF | 1,499 CHF | 91.03% | 91.03% |
06/05/2024 | 68.23% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,023 CHF | 85.35% | 86.92% |
03/05/2024 | 78.58% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,179 CHF | 94.51% | 94.51% |
02/05/2024 | 91.56% | 0.01 CHF | 0.02 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,117 CHF | 1,395 CHF | 92.96% | 92.96% |
30/04/2024 | 81.77% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,000 CHF | 1,227 CHF | 100.00% | 100.00% |
29/04/2024 | 87.28% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 6,060 CHF | 1,500 CHF | 74.55% | 74.55% |
26/04/2024 | 97.04% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 5,245 CHF | 1,500 CHF | 99.26% | 99.26% |