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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 79.99% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,167 CHF | 5,039 CHF | 94.87% | 94.87% |
07/05/2024 | 79.14% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,307 CHF | 5,307 CHF | 96.26% | 96.26% |
06/05/2024 | 75.00% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 CHF | 5,500 CHF | 97.19% | 97.19% |
03/05/2024 | 75.00% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 CHF | 5,500 CHF | 98.24% | 98.24% |
02/05/2024 | 69.70% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,868 CHF | 5,922 CHF | 99.13% | 99.13% |
30/04/2024 | 58.95% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,638 CHF | 6,638 CHF | 100.00% | 100.00% |
29/04/2024 | 60.52% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,529 CHF | 6,529 CHF | 100.00% | 100.00% |
26/04/2024 | 72.34% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 CHF | 5,341 CHF | 99.60% | 99.60% |
25/04/2024 | 66.67% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,500 CHF | 5,000 CHF | 99.42% | 99.42% |
24/04/2024 | 67.30% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,483 CHF | 5,000 CHF | 100.00% | 100.00% |