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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 121.11% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 887 CHF | 3,600 CHF | 100.00% | 100.00% |
10/05/2024 | 122.48% | 0.01 CHF | 0.03 CHF | 120,000 | 120,000 | 119,876 | 119,876 | 872 CHF | 3,596 CHF | 100.00% | 100.00% |
08/05/2024 | 116.32% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 124,646 | 124,646 | 991 CHF | 3,739 CHF | 99.14% | 99.14% |
07/05/2024 | 114.36% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 129,532 | 129,532 | 1,061 CHF | 3,891 CHF | 100.00% | 100.00% |
06/05/2024 | 99.35% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 1,316 CHF | 3,900 CHF | 100.00% | 100.00% |
03/05/2024 | 80.86% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 128,282 | 128,282 | 1,633 CHF | 3,848 CHF | 100.00% | 100.00% |
02/05/2024 | 82.26% | 0.01 CHF | 0.03 CHF | 130,000 | 130,000 | 129,784 | 129,784 | 1,618 CHF | 3,860 CHF | 100.00% | 100.00% |
30/04/2024 | 28.38% | 0.03 CHF | 0.05 CHF | 120,000 | 120,000 | 119,912 | 119,912 | 4,365 CHF | 5,805 CHF | 100.00% | 100.00% |
29/04/2024 | 29.38% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 115,320 | 115,320 | 4,163 CHF | 5,547 CHF | 100.00% | 100.00% |
26/04/2024 | 30.58% | 0.03 CHF | 0.05 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,992 CHF | 5,432 CHF | 99.44% | 99.44% |