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 | 44.47% | 0.03 CHF | 0.04 CHF | 500,000 | 10,000 | 500,000 | 10,000 | 15,133 CHF | 477 CHF | 98.68% | 98.68% |
06/05/2024 | 46.65% | 0.03 CHF | 0.04 CHF | 500,000 | 10,000 | 497,349 | 9,973 | 13,239 CHF | 422 CHF | 99.58% | 99.58% |
03/05/2024 | 82.83% | 0.02 CHF | 0.04 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 100 CHF | 243 CHF | 82.11% | 82.11% |
02/05/2024 | 69.74% | 0.02 CHF | 0.05 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 126 CHF | 257 CHF | 85.11% | 85.11% |
30/04/2024 | 44.69% | 0.05 CHF | 0.07 CHF | 5,000 | 5,000 | 5,000 | 5,000 | 251 CHF | 392 CHF | 88.32% | 88.32% |
29/04/2024 | 8.41% | 0.20 CHF | 0.22 CHF | 235,579 | 10,000 | 234,548 | 10,000 | 48,270 CHF | 2,240 CHF | 85.64% | 85.64% |
26/04/2024 | 8.24% | 0.20 CHF | 0.22 CHF | 246,289 | 10,000 | 262,712 | 10,000 | 48,320 CHF | 2,000 CHF | 78.51% | 78.51% |
25/04/2024 | 9.81% | 0.17 CHF | 0.18 CHF | 302,372 | 10,000 | 281,036 | 10,000 | 48,174 CHF | 1,907 CHF | 13.98% | 13.98% |
24/04/2024 | 7.58% | 0.23 CHF | 0.24 CHF | 230,000 | 10,000 | 234,369 | 10,000 | 50,067 CHF | 2,305 CHF | 20.97% | 20.97% |
23/04/2024 | 8.19% | 0.21 CHF | 0.22 CHF | 240,000 | 10,000 | 248,378 | 10,000 | 50,054 CHF | 2,188 CHF | 21.28% | 21.28% |