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 | 25.91% | 0.03 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 7,644 CHF | 9,849 CHF | 99.29% | 99.29% |
07/05/2024 | 20.70% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 8,786 CHF | 10,788 CHF | 100.00% | 100.00% |
06/05/2024 | 17.23% | 0.05 CHF | 0.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 10,684 CHF | 12,684 CHF | 100.00% | 100.00% |
03/05/2024 | 9.75% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 19,632 CHF | 21,632 CHF | 98.73% | 98.73% |
02/05/2024 | 9.05% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,327 CHF | 23,327 CHF | 100.00% | 100.00% |
30/04/2024 | 9.49% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 20,167 CHF | 22,167 CHF | 99.99% | 99.99% |
29/04/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 199,966 | 199,966 | 13,907 CHF | 15,907 CHF | 99.99% | 99.99% |
26/04/2024 | 12.55% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,984 CHF | 16,984 CHF | 99.52% | 99.52% |
25/04/2024 | 11.39% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 16,608 CHF | 18,608 CHF | 99.91% | 99.91% |
24/04/2024 | 9.50% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 199,947 | 199,947 | 20,105 CHF | 22,105 CHF | 100.00% | 100.00% |