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 | 28.67% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 297,575 | 297,575 | 9,048 CHF | 12,047 CHF | 93.34% | 93.34% |
07/05/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,099 | 299,099 | 8,950 CHF | 11,948 CHF | 99.45% | 99.45% |
06/05/2024 | 27.31% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,453 | 299,453 | 9,522 CHF | 12,520 CHF | 100.00% | 100.00% |
03/05/2024 | 31.80% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 263,520 | 263,520 | 9,682 CHF | 12,560 CHF | 100.00% | 100.00% |
02/05/2024 | 20.30% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,434 | 299,434 | 13,334 CHF | 16,332 CHF | 99.58% | 99.58% |
30/04/2024 | 20.26% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 299,452 | 299,452 | 13,357 CHF | 16,355 CHF | 100.00% | 100.00% |
29/04/2024 | 18.96% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 299,393 | 299,393 | 14,371 CHF | 17,370 CHF | 99.60% | 99.60% |
26/04/2024 | 17.46% | 0.05 CHF | 0.06 CHF | 300,000 | 300,000 | 299,447 | 299,447 | 15,745 CHF | 18,743 CHF | 99.15% | 99.15% |
25/04/2024 | 14.66% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 299,423 | 299,423 | 19,041 CHF | 22,039 CHF | 100.00% | 100.00% |
24/04/2024 | 17.11% | 0.06 CHF | 0.07 CHF | 300,000 | 300,000 | 299,395 | 299,395 | 16,095 CHF | 19,093 CHF | 98.74% | 98.74% |