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 | 10.63% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 17,842 CHF | 19,842 CHF | 99.29% | 99.29% |
07/05/2024 | 10.55% | 0.09 CHF | 0.10 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 17,978 CHF | 19,978 CHF | 100.00% | 100.00% |
06/05/2024 | 10.81% | 0.08 CHF | 0.09 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 17,522 CHF | 19,522 CHF | 100.00% | 100.00% |
03/05/2024 | 8.19% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 23,460 CHF | 25,460 CHF | 98.73% | 98.73% |
02/05/2024 | 7.38% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 26,157 CHF | 28,157 CHF | 100.00% | 100.00% |
30/04/2024 | 7.98% | 0.13 CHF | 0.14 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 24,083 CHF | 26,083 CHF | 99.99% | 99.99% |
29/04/2024 | 9.28% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 199,955 | 199,955 | 20,572 CHF | 22,572 CHF | 100.00% | 100.00% |
26/04/2024 | 8.95% | 0.12 CHF | 0.13 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,377 CHF | 23,377 CHF | 99.54% | 99.54% |
25/04/2024 | 8.89% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 21,539 CHF | 23,539 CHF | 99.91% | 99.91% |
24/04/2024 | 8.11% | 0.11 CHF | 0.12 CHF | 200,000 | 200,000 | 199,947 | 199,947 | 23,673 CHF | 25,673 CHF | 100.00% | 100.00% |