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 | 60.00% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,500 CHF | 6,500 CHF | 94.87% | 94.87% |
07/05/2024 | 59.86% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,512 CHF | 6,512 CHF | 96.26% | 96.26% |
06/05/2024 | 59.08% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,584 CHF | 6,584 CHF | 97.19% | 97.19% |
03/05/2024 | 57.29% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,748 CHF | 6,748 CHF | 98.25% | 98.25% |
02/05/2024 | 55.69% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 4,142 CHF | 7,317 CHF | 99.13% | 99.13% |
30/04/2024 | 45.69% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,111 CHF | 8,111 CHF | 100.00% | 100.00% |
29/04/2024 | 46.58% | 0.01 CHF | 0.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 5,006 CHF | 8,006 CHF | 100.00% | 100.00% |
26/04/2024 | 55.37% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,687 CHF | 6,500 CHF | 99.60% | 99.60% |
25/04/2024 | 55.54% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,500 CHF | 6,198 CHF | 99.42% | 99.42% |
24/04/2024 | 52.63% | 0.01 CHF | 0.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 3,500 CHF | 6,000 CHF | 100.00% | 100.00% |