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 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 98.53% | 98.53% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 99.17% | 99.17% |
08/05/2024 | 65.25% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,898 CHF | 5,133 CHF | 99.17% | 99.17% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 7,500 CHF | 5,000 CHF | 97.93% | 97.93% |
06/05/2024 | 42.38% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 14,331 CHF | 7,277 CHF | 99.17% | 99.17% |
03/05/2024 | 45.31% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 13,507 CHF | 7,002 CHF | 99.17% | 99.17% |
02/05/2024 | 38.46% | 0.02 CHF | 0.03 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 16,013 CHF | 7,838 CHF | 99.15% | 99.15% |
30/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 99.17% | 99.17% |
29/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 22,500 CHF | 10,000 CHF | 99.17% | 99.17% |
26/04/2024 | 22.57% | 0.03 CHF | 0.04 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 29,654 CHF | 12,385 CHF | 99.17% | 99.17% |