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 | 25.98% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 20,139 CHF | 26,139 CHF | 100.00% | 100.00% |
10/05/2024 | 26.54% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,639 CHF | 25,639 CHF | 100.00% | 100.00% |
08/05/2024 | 28.34% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,769 | 599,769 | 18,191 CHF | 24,191 CHF | 99.63% | 99.63% |
07/05/2024 | 25.85% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,684 | 599,684 | 20,248 CHF | 26,248 CHF | 100.00% | 100.00% |
06/05/2024 | 22.15% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 24,096 CHF | 30,096 CHF | 100.00% | 100.00% |
03/05/2024 | 21.91% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 24,483 CHF | 30,483 CHF | 99.98% | 99.98% |
02/05/2024 | 27.05% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,248 CHF | 25,248 CHF | 99.99% | 99.99% |
30/04/2024 | 24.74% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 21,306 CHF | 27,306 CHF | 100.00% | 100.00% |
29/04/2024 | 22.80% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 599,747 | 599,747 | 23,339 CHF | 29,339 CHF | 100.00% | 100.00% |
26/04/2024 | 23.75% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,358 CHF | 28,358 CHF | 99.53% | 99.53% |