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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 4.17% | 0.37 CHF | 0.38 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 28,248 CHF | 29,448 CHF | 100.00% | 100.00% |
10/05/2024 | 3.55% | 0.42 CHF | 0.44 CHF | 80,000 | 80,000 | 79,998 | 79,998 | 33,248 CHF | 34,448 CHF | 100.00% | 100.00% |
08/05/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 40,373 CHF | 41,173 CHF | 99.14% | 99.14% |
07/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 80,000 | 80,000 | 79,865 | 79,865 | 42,107 CHF | 42,907 CHF | 100.00% | 100.00% |
06/05/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 42,448 CHF | 43,248 CHF | 100.00% | 100.00% |
03/05/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 80,000 | 80,000 | 80,000 | 80,000 | 45,691 CHF | 46,491 CHF | 99.99% | 99.99% |
02/05/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 90,000 | 90,000 | 90,141 | 90,141 | 54,284 CHF | 55,185 CHF | 99.99% | 99.99% |
30/04/2024 | 3.29% | 0.46 CHF | 0.47 CHF | 100,000 | 100,000 | 99,946 | 99,946 | 44,949 CHF | 46,449 CHF | 100.00% | 100.00% |
29/04/2024 | 3.56% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 41,397 CHF | 42,897 CHF | 100.00% | 100.00% |
26/04/2024 | 3.21% | 0.44 CHF | 0.46 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 46,035 CHF | 47,535 CHF | 99.44% | 99.44% |