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 | 19.68% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 297,567 | 297,567 | 13,879 CHF | 16,877 CHF | 93.32% | 93.32% |
07/05/2024 | 19.60% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,132 | 299,132 | 13,867 CHF | 16,866 CHF | 99.99% | 99.99% |
06/05/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 299,446 | 299,446 | 14,798 CHF | 17,796 CHF | 100.00% | 100.00% |
03/05/2024 | 21.50% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 263,522 | 263,522 | 15,012 CHF | 17,891 CHF | 100.00% | 100.00% |
02/05/2024 | 13.70% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 299,428 | 299,428 | 20,471 CHF | 23,469 CHF | 99.24% | 99.24% |
30/04/2024 | 13.74% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 299,448 | 299,448 | 20,402 CHF | 23,400 CHF | 100.00% | 100.00% |
29/04/2024 | 13.12% | 0.07 CHF | 0.08 CHF | 300,000 | 300,000 | 299,378 | 299,378 | 21,453 CHF | 24,451 CHF | 99.75% | 99.75% |
26/04/2024 | 11.99% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 299,425 | 299,425 | 23,602 CHF | 26,600 CHF | 99.13% | 99.13% |
25/04/2024 | 10.24% | 0.09 CHF | 0.10 CHF | 300,000 | 300,000 | 299,419 | 299,419 | 27,885 CHF | 30,883 CHF | 100.00% | 100.00% |
24/04/2024 | 11.77% | 0.08 CHF | 0.09 CHF | 300,000 | 300,000 | 299,394 | 299,394 | 24,069 CHF | 27,068 CHF | 98.73% | 98.73% |