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 | 30.68% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 5,535 CHF | 7,535 CHF | 99.06% | 99.06% |
07/05/2024 | 35.84% | 0.02 CHF | 0.03 CHF | 200,000 | 200,000 | 202,547 | 202,547 | 4,660 CHF | 6,688 CHF | 100.00% | 100.00% |
06/05/2024 | 36.68% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 206,661 | 206,661 | 4,609 CHF | 6,676 CHF | 100.00% | 100.00% |
03/05/2024 | 43.09% | 0.02 CHF | 0.03 CHF | 210,000 | 210,000 | 208,300 | 208,300 | 4,742 CHF | 7,407 CHF | 100.00% | 100.00% |
02/05/2024 | 36.71% | 0.03 CHF | 0.04 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 7,560 CHF | 10,876 CHF | 100.00% | 100.00% |
30/04/2024 | 22.87% | 0.07 CHF | 0.08 CHF | 130,000 | 130,000 | 129,661 | 129,661 | 10,164 CHF | 12,819 CHF | 97.89% | 97.89% |
29/04/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 37,062 CHF | 38,262 CHF | 100.00% | 100.00% |
26/04/2024 | 3.74% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 139,981 | 139,981 | 36,876 CHF | 38,276 CHF | 99.59% | 99.59% |
25/04/2024 | 3.56% | 0.22 CHF | 0.23 CHF | 130,000 | 130,000 | 129,993 | 129,993 | 36,491 CHF | 37,791 CHF | 99.97% | 99.97% |
24/04/2024 | 3.29% | 0.29 CHF | 0.30 CHF | 130,000 | 130,000 | 129,958 | 129,958 | 38,895 CHF | 40,195 CHF | 99.86% | 99.86% |