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 | 2.86% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 69,576 CHF | 71,576 CHF | 99.99% | 99.99% |
08/05/2024 | 4.73% | 0.21 CHF | 0.22 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 41,301 CHF | 43,301 CHF | 99.29% | 99.29% |
07/05/2024 | 4.34% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 45,133 CHF | 47,133 CHF | 100.00% | 100.00% |
06/05/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 43,530 CHF | 45,530 CHF | 100.00% | 100.00% |
03/05/2024 | 5.81% | 0.15 CHF | 0.16 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 33,520 CHF | 35,520 CHF | 98.74% | 98.74% |
02/05/2024 | 6.11% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 31,948 CHF | 33,948 CHF | 99.98% | 99.98% |
30/04/2024 | 5.00% | 0.18 CHF | 0.19 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 39,060 CHF | 41,060 CHF | 99.99% | 99.99% |
29/04/2024 | 3.63% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,968 | 199,968 | 54,113 CHF | 56,113 CHF | 100.00% | 100.00% |
26/04/2024 | 3.02% | 0.28 CHF | 0.30 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 65,470 CHF | 67,470 CHF | 99.53% | 99.53% |
25/04/2024 | 3.26% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 60,453 CHF | 62,453 CHF | 99.88% | 99.88% |