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 | - | 0.04 CHF | 0.07 CHF | 460,000 | 94,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
10/05/2024 | 24.56% | 0.05 CHF | 0.06 CHF | 470,000 | 470,000 | 460,638 | 460,638 | 16,669 CHF | 21,275 CHF | 100.00% | 100.00% |
08/05/2024 | 13.48% | 0.07 CHF | 0.08 CHF | 470,000 | 470,000 | 467,975 | 467,975 | 32,472 CHF | 37,153 CHF | 99.14% | 99.14% |
07/05/2024 | 13.80% | 0.07 CHF | 0.08 CHF | 470,000 | 470,000 | 467,716 | 467,716 | 31,745 CHF | 36,426 CHF | 99.85% | 99.85% |
06/05/2024 | 15.11% | 0.06 CHF | 0.07 CHF | 470,000 | 470,000 | 468,062 | 468,062 | 28,862 CHF | 33,543 CHF | 100.00% | 100.00% |
03/05/2024 | 14.19% | 0.07 CHF | 0.08 CHF | 470,000 | 470,000 | 468,087 | 468,087 | 30,718 CHF | 35,399 CHF | 99.97% | 99.97% |
02/05/2024 | 14.49% | 0.07 CHF | 0.08 CHF | 470,000 | 470,000 | 468,061 | 468,061 | 30,092 CHF | 34,773 CHF | 100.00% | 100.00% |
30/04/2024 | 12.00% | 0.09 CHF | 0.10 CHF | 470,000 | 470,000 | 469,193 | 469,193 | 37,012 CHF | 41,707 CHF | 100.00% | 100.00% |
29/04/2024 | 16.81% | 0.06 CHF | 0.07 CHF | 470,000 | 470,000 | 467,966 | 467,966 | 25,547 CHF | 30,228 CHF | 100.00% | 100.00% |
26/04/2024 | 14.78% | 0.05 CHF | 0.06 CHF | 470,000 | 470,000 | 468,051 | 468,051 | 29,537 CHF | 34,217 CHF | 99.44% | 99.44% |