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 | 8.85% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,642 CHF | 23,642 CHF | 99.06% | 99.06% |
07/05/2024 | 10.31% | 0.10 CHF | 0.11 CHF | 200,000 | 200,000 | 202,496 | 202,496 | 18,702 CHF | 20,730 CHF | 100.00% | 100.00% |
06/05/2024 | 10.36% | 0.09 CHF | 0.10 CHF | 210,000 | 210,000 | 206,659 | 206,659 | 18,919 CHF | 20,986 CHF | 100.00% | 100.00% |
03/05/2024 | 13.06% | 0.08 CHF | 0.09 CHF | 210,000 | 210,000 | 208,289 | 208,289 | 18,979 CHF | 21,643 CHF | 100.00% | 100.00% |
02/05/2024 | 12.54% | 0.11 CHF | 0.12 CHF | 160,000 | 160,000 | 159,898 | 159,898 | 20,255 CHF | 22,907 CHF | 99.99% | 99.99% |
30/04/2024 | 9.49% | 0.19 CHF | 0.20 CHF | 110,000 | 110,000 | 109,885 | 109,885 | 22,291 CHF | 24,533 CHF | 97.70% | 97.70% |
29/04/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 51,932 CHF | 52,932 CHF | 100.00% | 100.00% |
26/04/2024 | 2.14% | 0.50 CHF | 0.51 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 50,904 CHF | 52,004 CHF | 99.60% | 99.60% |
25/04/2024 | 2.08% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,293 | 100,293 | 48,143 CHF | 49,146 CHF | 99.84% | 99.84% |
24/04/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 100,000 | 100,000 | 99,970 | 99,970 | 50,185 CHF | 51,185 CHF | 99.86% | 99.86% |