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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 85.01% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 109,832 | 109,832 | 889 CHF | 2,200 CHF | 99.88% | 99.88% |
06/05/2024 | 87.15% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,354 | 110,354 | 868 CHF | 2,207 CHF | 100.00% | 100.00% |
03/05/2024 | 112.94% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 118,566 | 118,566 | 665 CHF | 2,371 CHF | 100.00% | 100.00% |
02/05/2024 | 119.45% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 120,000 | 120,000 | 610 CHF | 2,400 CHF | 98.17% | 98.17% |
30/04/2024 | 104.95% | 0.00 CHF | 0.02 CHF | 120,000 | 120,000 | 119,962 | 119,962 | 752 CHF | 2,400 CHF | 100.00% | 100.00% |
29/04/2024 | 71.29% | 0.01 CHF | 0.02 CHF | 110,000 | 110,000 | 110,160 | 110,160 | 1,048 CHF | 2,203 CHF | 100.00% | 100.00% |
26/04/2024 | 75.16% | 0.01 CHF | 0.02 CHF | 120,000 | 120,000 | 119,941 | 119,941 | 1,092 CHF | 2,399 CHF | 99.43% | 99.43% |
25/04/2024 | 56.78% | 0.01 CHF | 0.02 CHF | 120,000 | 120,000 | 113,275 | 113,275 | 1,497 CHF | 2,650 CHF | 99.69% | 99.69% |
24/04/2024 | 35.77% | 0.02 CHF | 0.03 CHF | 110,000 | 110,000 | 109,986 | 109,986 | 2,551 CHF | 3,651 CHF | 99.30% | 99.30% |
23/04/2024 | 29.75% | 0.03 CHF | 0.04 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 3,160 CHF | 4,260 CHF | 100.00% | 100.00% |