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 | 41.55% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 11,465 CHF | 17,465 CHF | 100.00% | 100.00% |
10/05/2024 | 39.01% | 0.02 CHF | 0.03 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 12,399 CHF | 18,399 CHF | 100.00% | 100.00% |
08/05/2024 | 32.05% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,766 | 599,766 | 15,734 CHF | 21,734 CHF | 99.63% | 99.63% |
07/05/2024 | 31.31% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,675 | 599,675 | 16,188 CHF | 22,188 CHF | 100.00% | 100.00% |
06/05/2024 | 32.26% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 15,617 CHF | 21,617 CHF | 100.00% | 100.00% |
03/05/2024 | 28.82% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 17,849 CHF | 23,849 CHF | 100.00% | 100.00% |
02/05/2024 | 26.85% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 19,365 CHF | 25,365 CHF | 100.00% | 100.00% |
30/04/2024 | 27.85% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 18,562 CHF | 24,562 CHF | 100.00% | 100.00% |
29/04/2024 | 25.31% | 0.03 CHF | 0.04 CHF | 600,000 | 600,000 | 599,745 | 599,745 | 20,726 CHF | 26,726 CHF | 100.00% | 100.00% |
26/04/2024 | 23.19% | 0.04 CHF | 0.05 CHF | 600,000 | 600,000 | 600,000 | 600,000 | 22,886 CHF | 28,886 CHF | 99.53% | 99.53% |