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 | 15.57% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,866 CHF | 13,866 CHF | 99.29% | 99.29% |
07/05/2024 | 13.32% | 0.07 CHF | 0.08 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 14,023 CHF | 16,023 CHF | 100.00% | 100.00% |
06/05/2024 | 15.64% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 11,808 CHF | 13,808 CHF | 100.00% | 100.00% |
03/05/2024 | 22.05% | 0.04 CHF | 0.05 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 8,276 CHF | 10,307 CHF | 98.76% | 98.76% |
02/05/2024 | 24.84% | 0.05 CHF | 0.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 7,734 CHF | 9,884 CHF | 100.00% | 100.00% |
30/04/2024 | 14.99% | 0.06 CHF | 0.07 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 12,393 CHF | 14,393 CHF | 100.00% | 100.00% |
29/04/2024 | 9.91% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 199,967 | 199,967 | 19,224 CHF | 21,224 CHF | 100.00% | 100.00% |
26/04/2024 | 7.58% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 25,470 CHF | 27,470 CHF | 99.53% | 99.53% |
25/04/2024 | 8.26% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 23,249 CHF | 25,249 CHF | 99.91% | 99.91% |
24/04/2024 | 8.08% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 199,946 | 199,946 | 23,762 CHF | 25,762 CHF | 100.00% | 100.00% |