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 | 50.00% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,500 CHF | 7,500 CHF | 94.88% | 94.88% |
07/05/2024 | 49.90% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,512 CHF | 7,512 CHF | 96.26% | 96.26% |
06/05/2024 | 49.35% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,584 CHF | 7,584 CHF | 97.19% | 97.19% |
03/05/2024 | 48.09% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,748 CHF | 7,748 CHF | 98.25% | 98.25% |
02/05/2024 | 45.76% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,260 CHF | 8,363 CHF | 99.13% | 99.13% |
30/04/2024 | 38.97% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,258 CHF | 9,258 CHF | 100.00% | 100.00% |
29/04/2024 | 39.77% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 6,116 CHF | 9,116 CHF | 100.00% | 100.00% |
26/04/2024 | 47.00% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,632 CHF | 7,473 CHF | 99.60% | 99.60% |
25/04/2024 | 43.48% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,500 CHF | 7,000 CHF | 99.42% | 99.42% |
24/04/2024 | 43.84% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,483 CHF | 7,000 CHF | 100.00% | 100.00% |