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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 27.69% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 239,868 | 239,868 | 7,488 CHF | 9,888 CHF | 100.00% | 100.00% |
13/05/2024 | 22.28% | 0.04 CHF | 0.05 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 9,601 CHF | 12,001 CHF | 100.00% | 100.00% |
10/05/2024 | 24.56% | 0.03 CHF | 0.04 CHF | 240,000 | 240,000 | 240,000 | 240,000 | 8,669 CHF | 11,069 CHF | 100.00% | 100.00% |
08/05/2024 | 27.37% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 245,860 | 245,860 | 7,761 CHF | 10,219 CHF | 99.14% | 99.14% |
07/05/2024 | 27.51% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 249,330 | 249,330 | 7,851 CHF | 10,349 CHF | 100.00% | 100.00% |
06/05/2024 | 25.15% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 8,704 CHF | 11,204 CHF | 100.00% | 100.00% |
03/05/2024 | 25.84% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 8,444 CHF | 10,944 CHF | 100.00% | 100.00% |
02/05/2024 | 25.90% | 0.03 CHF | 0.04 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 8,456 CHF | 10,956 CHF | 99.99% | 99.99% |
30/04/2024 | 12.15% | 0.07 CHF | 0.08 CHF | 240,000 | 240,000 | 239,870 | 239,870 | 18,607 CHF | 21,007 CHF | 100.00% | 100.00% |
29/04/2024 | 10.64% | 0.09 CHF | 0.10 CHF | 240,000 | 240,000 | 239,480 | 239,480 | 21,347 CHF | 23,742 CHF | 100.00% | 100.00% |