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 | 94.39% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,465 CHF | 4,080 CHF | 94.87% | 94.87% |
07/05/2024 | 101.89% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,453 CHF | 4,453 CHF | 96.26% | 96.26% |
06/05/2024 | 100.00% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,500 CHF | 97.19% | 97.19% |
03/05/2024 | 100.00% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,500 CHF | 98.24% | 98.24% |
02/05/2024 | 90.78% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,847 CHF | 4,892 CHF | 99.13% | 99.13% |
30/04/2024 | 77.30% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,420 CHF | 5,420 CHF | 100.00% | 100.00% |
29/04/2024 | 79.34% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,355 CHF | 5,355 CHF | 100.00% | 100.00% |
26/04/2024 | 99.51% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,473 CHF | 99.60% | 99.60% |
25/04/2024 | 90.91% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,000 CHF | 99.43% | 99.43% |
24/04/2024 | 90.91% | 0.00 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,500 CHF | 4,000 CHF | 100.00% | 100.00% |