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 | 39.70% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 297,557 | 297,557 | 6,116 CHF | 9,114 CHF | 93.34% | 93.34% |
07/05/2024 | 40.25% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,139 | 299,139 | 5,981 CHF | 8,979 CHF | 99.46% | 99.46% |
06/05/2024 | 39.96% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 299,451 | 299,451 | 6,036 CHF | 9,034 CHF | 100.00% | 100.00% |
03/05/2024 | 46.53% | 0.02 CHF | 0.03 CHF | 300,000 | 300,000 | 263,542 | 263,542 | 6,153 CHF | 9,031 CHF | 99.99% | 99.99% |
02/05/2024 | 29.51% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,433 | 299,433 | 8,710 CHF | 11,709 CHF | 99.64% | 99.64% |
30/04/2024 | 28.95% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,454 | 299,454 | 8,900 CHF | 11,898 CHF | 99.99% | 99.99% |
29/04/2024 | 27.20% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,383 | 299,383 | 9,568 CHF | 12,566 CHF | 99.66% | 99.66% |
26/04/2024 | 24.78% | 0.03 CHF | 0.04 CHF | 300,000 | 300,000 | 299,437 | 299,437 | 10,650 CHF | 13,648 CHF | 99.14% | 99.14% |
25/04/2024 | 20.80% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,422 | 299,422 | 12,975 CHF | 15,974 CHF | 100.00% | 100.00% |
24/04/2024 | 24.71% | 0.04 CHF | 0.05 CHF | 300,000 | 300,000 | 299,394 | 299,394 | 10,687 CHF | 13,686 CHF | 98.74% | 98.74% |