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 | 15.74% | 0.12 CHF | 0.14 CHF | 75,000 | 75,000 | 74,394 | 74,394 | 8,787 CHF | 10,280 CHF | 93.34% | 93.34% |
07/05/2024 | 49.84% | 0.11 CHF | 0.13 CHF | 75,000 | 75,000 | 74,773 | 74,773 | 9,197 CHF | 15,433 CHF | 99.45% | 99.45% |
06/05/2024 | 51.40% | 0.13 CHF | 0.22 CHF | 75,000 | 75,000 | 74,863 | 74,863 | 9,749 CHF | 16,487 CHF | 100.00% | 100.00% |
03/05/2024 | 52.62% | 0.13 CHF | 0.22 CHF | 75,000 | 75,000 | 65,893 | 65,893 | 8,730 CHF | 14,721 CHF | 99.97% | 99.97% |
02/05/2024 | 46.39% | 0.15 CHF | 0.24 CHF | 75,000 | 75,000 | 74,858 | 74,858 | 11,163 CHF | 17,901 CHF | 99.57% | 99.57% |
30/04/2024 | 46.49% | 0.15 CHF | 0.24 CHF | 75,000 | 75,000 | 74,863 | 74,863 | 11,133 CHF | 17,871 CHF | 99.99% | 99.99% |
29/04/2024 | 46.43% | 0.15 CHF | 0.24 CHF | 75,000 | 75,000 | 74,848 | 74,848 | 11,148 CHF | 17,885 CHF | 99.60% | 99.60% |
26/04/2024 | 50.00% | 0.15 CHF | 0.24 CHF | 75,000 | 75,000 | 74,862 | 74,862 | 11,246 CHF | 18,759 CHF | 99.15% | 99.15% |
25/04/2024 | 47.51% | 0.18 CHF | 0.29 CHF | 75,000 | 75,000 | 74,856 | 74,856 | 13,225 CHF | 21,460 CHF | 100.00% | 100.00% |
24/04/2024 | 50.43% | 0.17 CHF | 0.28 CHF | 75,000 | 75,000 | 74,849 | 74,849 | 12,218 CHF | 20,452 CHF | 98.74% | 98.74% |