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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 41.20% | 0.01 CHF | 0.02 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 17,594 CHF | 8,865 CHF | 99.17% | 99.17% |
08/05/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 18,049 CHF | 9,016 CHF | 99.17% | 99.17% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 18,000 CHF | 9,000 CHF | 97.93% | 97.93% |
06/05/2024 | 41.78% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 17,399 CHF | 8,800 CHF | 99.17% | 99.17% |
03/05/2024 | 44.56% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 16,462 CHF | 8,487 CHF | 99.16% | 99.16% |
02/05/2024 | 30.54% | 0.02 CHF | 0.03 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 26,005 CHF | 11,668 CHF | 99.15% | 99.15% |
30/04/2024 | 13.08% | 0.05 CHF | 0.06 CHF | 900,000 | 300,000 | 897,764 | 299,255 | 67,733 CHF | 25,570 CHF | 99.17% | 99.17% |
29/04/2024 | 3.25% | 0.30 CHF | 0.31 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 136,320 CHF | 46,940 CHF | 99.17% | 99.17% |
26/04/2024 | 3.77% | 0.29 CHF | 0.30 CHF | 450,000 | 150,000 | 467,769 | 155,923 | 121,688 CHF | 42,122 CHF | 99.16% | 99.16% |
25/04/2024 | 3.54% | 0.22 CHF | 0.23 CHF | 600,000 | 200,000 | 492,022 | 164,007 | 136,727 CHF | 47,216 CHF | 98.09% | 98.09% |