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 | 60.68% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 99,992 | 99,992 | 1,392 CHF | 2,602 CHF | 99.06% | 99.06% |
07/05/2024 | 69.02% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 102,643 | 102,643 | 1,178 CHF | 2,411 CHF | 100.00% | 100.00% |
06/05/2024 | 83.47% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 106,548 | 106,548 | 918 CHF | 2,221 CHF | 100.00% | 100.00% |
03/05/2024 | 85.63% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 108,265 | 108,265 | 1,056 CHF | 2,670 CHF | 100.00% | 100.00% |
02/05/2024 | 63.35% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 2,074 CHF | 3,968 CHF | 99.99% | 99.99% |
30/04/2024 | 35.10% | 0.04 CHF | 0.06 CHF | 100,000 | 100,000 | 99,713 | 99,713 | 5,750 CHF | 8,173 CHF | 100.00% | 100.00% |
29/04/2024 | 4.47% | 0.32 CHF | 0.33 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 29,572 CHF | 30,922 CHF | 100.00% | 100.00% |
26/04/2024 | 5.31% | 0.31 CHF | 0.33 CHF | 90,000 | 90,000 | 90,000 | 90,000 | 24,823 CHF | 26,173 CHF | 99.59% | 99.59% |
25/04/2024 | 4.91% | 0.23 CHF | 0.24 CHF | 90,000 | 90,000 | 90,294 | 90,294 | 27,184 CHF | 28,527 CHF | 99.39% | 99.39% |
24/04/2024 | 4.49% | 0.32 CHF | 0.33 CHF | 90,000 | 90,000 | 89,983 | 89,983 | 29,378 CHF | 30,728 CHF | 99.88% | 99.88% |