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 | 39.62% | 0.15 CHF | 0.17 CHF | 75,000 | 75,000 | 74,789 | 74,789 | 12,421 CHF | 18,661 CHF | 99.98% | 99.98% |
06/05/2024 | 40.79% | 0.17 CHF | 0.26 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 13,162 CHF | 19,901 CHF | 100.00% | 100.00% |
03/05/2024 | 41.47% | 0.18 CHF | 0.27 CHF | 75,000 | 75,000 | 65,880 | 65,880 | 11,891 CHF | 17,881 CHF | 100.00% | 100.00% |
02/05/2024 | 36.52% | 0.20 CHF | 0.29 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 15,093 CHF | 21,831 CHF | 99.23% | 99.23% |
30/04/2024 | 36.81% | 0.20 CHF | 0.29 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 14,948 CHF | 21,687 CHF | 100.00% | 100.00% |
29/04/2024 | 36.75% | 0.20 CHF | 0.29 CHF | 75,000 | 75,000 | 74,846 | 74,846 | 14,971 CHF | 21,708 CHF | 99.73% | 99.73% |
26/04/2024 | 39.71% | 0.21 CHF | 0.30 CHF | 75,000 | 75,000 | 74,857 | 74,857 | 15,140 CHF | 22,652 CHF | 99.14% | 99.14% |
25/04/2024 | 37.97% | 0.23 CHF | 0.34 CHF | 75,000 | 75,000 | 74,855 | 74,855 | 17,577 CHF | 25,812 CHF | 100.00% | 100.00% |
24/04/2024 | 40.36% | 0.23 CHF | 0.34 CHF | 75,000 | 75,000 | 74,848 | 74,848 | 16,293 CHF | 24,527 CHF | 98.73% | 98.73% |
23/04/2024 | 37.26% | 0.23 CHF | 0.34 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 18,004 CHF | 26,240 CHF | 100.00% | 100.00% |