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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 23.77% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,439 CHF | 28,439 CHF | 99.98% | 99.98% |
13/05/2024 | 24.78% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 21,344 CHF | 27,344 CHF | 100.00% | 100.00% |
10/05/2024 | 27.62% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 18,766 CHF | 24,766 CHF | 100.00% | 100.00% |
08/05/2024 | 31.20% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 16,264 CHF | 22,264 CHF | 99.63% | 99.63% |
07/05/2024 | 24.15% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 599,685 | 599,685 | 21,900 CHF | 27,900 CHF | 100.00% | 100.00% |
06/05/2024 | 19.54% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 27,729 CHF | 33,729 CHF | 100.00% | 100.00% |
03/05/2024 | 19.33% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 28,256 CHF | 34,256 CHF | 99.96% | 99.96% |
02/05/2024 | 23.69% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,504 CHF | 28,504 CHF | 100.00% | 100.00% |
30/04/2024 | 19.08% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 28,553 CHF | 34,553 CHF | 100.00% | 100.00% |
29/04/2024 | 18.00% | 0.06 CHF | 0.07 CHF | 600,000 | 600,000 | 599,746 | 599,746 | 30,391 CHF | 36,391 CHF | 100.00% | 100.00% |