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 | 19.07% | 0.05 CHF | 0.06 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 5,235 CHF | 6,335 CHF | 98.93% | 98.93% |
07/05/2024 | 22.31% | 0.05 CHF | 0.06 CHF | 110,000 | 110,000 | 109,833 | 109,833 | 4,417 CHF | 5,517 CHF | 99.88% | 99.88% |
06/05/2024 | 22.43% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 110,356 | 110,356 | 4,375 CHF | 5,478 CHF | 100.00% | 100.00% |
03/05/2024 | 28.73% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 118,572 | 118,572 | 3,561 CHF | 4,747 CHF | 99.99% | 99.99% |
02/05/2024 | 29.51% | 0.02 CHF | 0.03 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,490 CHF | 4,690 CHF | 98.17% | 98.17% |
30/04/2024 | 27.19% | 0.03 CHF | 0.04 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 3,847 CHF | 5,047 CHF | 100.00% | 100.00% |
29/04/2024 | 20.02% | 0.04 CHF | 0.05 CHF | 110,000 | 110,000 | 110,168 | 110,168 | 4,959 CHF | 6,061 CHF | 100.00% | 100.00% |
26/04/2024 | 21.54% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 119,942 | 119,942 | 4,973 CHF | 6,172 CHF | 99.43% | 99.43% |
25/04/2024 | 17.87% | 0.04 CHF | 0.05 CHF | 120,000 | 120,000 | 113,273 | 113,273 | 5,806 CHF | 6,938 CHF | 99.67% | 99.67% |
24/04/2024 | 12.89% | 0.06 CHF | 0.07 CHF | 110,000 | 110,000 | 109,988 | 109,988 | 8,022 CHF | 9,122 CHF | 99.30% | 99.30% |