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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 22.68% | 0.04 CHF | 0.05 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 29,496 CHF | 12,332 CHF | 99.27% | 99.27% |
08/05/2024 | 32.50% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 19,923 CHF | 9,141 CHF | 99.27% | 99.27% |
07/05/2024 | 27.75% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 23,532 CHF | 10,344 CHF | 99.27% | 99.27% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 15,000 CHF | 7,500 CHF | 99.27% | 99.27% |
03/05/2024 | 38.58% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 16,078 CHF | 7,859 CHF | 99.15% | 99.15% |
02/05/2024 | 66.40% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,574 CHF | 5,025 CHF | 99.19% | 99.19% |
30/04/2024 | 40.26% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,926 CHF | 7,475 CHF | 99.27% | 99.27% |
29/04/2024 | 50.59% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 12,022 CHF | 6,507 CHF | 99.18% | 99.18% |
26/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.25% | 99.25% |
25/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 98.34% | 98.34% |