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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 31.38% | 0.21 CHF | 0.23 CHF | 75,000 | 75,000 | 74,787 | 74,787 | 16,540 CHF | 22,777 CHF | 99.45% | 99.45% |
06/05/2024 | 32.33% | 0.23 CHF | 0.32 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 17,489 CHF | 24,227 CHF | 100.00% | 100.00% |
03/05/2024 | 32.64% | 0.24 CHF | 0.33 CHF | 75,000 | 75,000 | 65,880 | 65,880 | 15,937 CHF | 21,927 CHF | 100.00% | 100.00% |
02/05/2024 | 28.84% | 0.27 CHF | 0.36 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 20,008 CHF | 26,747 CHF | 99.64% | 99.64% |
30/04/2024 | 29.10% | 0.26 CHF | 0.35 CHF | 75,000 | 75,000 | 74,863 | 74,863 | 19,802 CHF | 26,541 CHF | 100.00% | 100.00% |
29/04/2024 | 29.04% | 0.27 CHF | 0.36 CHF | 75,000 | 75,000 | 74,845 | 74,845 | 19,842 CHF | 26,579 CHF | 99.66% | 99.66% |
26/04/2024 | 31.57% | 0.27 CHF | 0.36 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 20,018 CHF | 27,530 CHF | 99.15% | 99.15% |
25/04/2024 | 30.33% | 0.31 CHF | 0.42 CHF | 75,000 | 75,000 | 74,855 | 74,855 | 23,043 CHF | 31,278 CHF | 100.00% | 100.00% |
24/04/2024 | 32.31% | 0.30 CHF | 0.41 CHF | 75,000 | 75,000 | 74,848 | 74,848 | 21,379 CHF | 29,614 CHF | 98.74% | 98.74% |
23/04/2024 | 29.53% | 0.30 CHF | 0.41 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 23,807 CHF | 32,043 CHF | 100.00% | 100.00% |