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 | 101.61% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 7,291 CHF | 743 CHF | 99.27% | 99.27% |
07/05/2024 | 97.68% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 7,930 CHF | 764 CHF | 99.27% | 99.27% |
06/05/2024 | 111.25% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 6,000 CHF | 700 CHF | 99.27% | 99.27% |
03/05/2024 | 92.73% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 8,732 CHF | 791 CHF | 99.10% | 99.10% |
02/05/2024 | 87.24% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 9,852 CHF | 828 CHF | 99.23% | 99.23% |
30/04/2024 | 110.25% | 0.00 CHF | 0.01 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 6,116 CHF | 704 CHF | 99.13% | 99.13% |
29/04/2024 | 97.62% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 7,899 CHF | 763 CHF | 99.06% | 99.06% |
26/04/2024 | 79.55% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 11,444 CHF | 881 CHF | 99.26% | 99.26% |
25/04/2024 | 94.88% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 8,394 CHF | 780 CHF | 98.28% | 98.28% |
24/04/2024 | 63.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 16,113 CHF | 1,037 CHF | 99.26% | 99.26% |