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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 98.92% | 98.92% |
07/05/2024 | 166.67% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000 CHF | 5,500 CHF | 97.53% | 97.53% |
06/05/2024 | 137.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,280 CHF | 6,140 CHF | 98.38% | 98.38% |
03/05/2024 | 94.00% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,671 CHF | 7,835 CHF | 97.69% | 97.69% |
02/05/2024 | 73.92% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,580 CHF | 9,290 CHF | 99.37% | 99.37% |
30/04/2024 | 79.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,644 CHF | 8,822 CHF | 99.20% | 99.20% |
29/04/2024 | 71.35% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,024 CHF | 9,512 CHF | 99.34% | 99.34% |
26/04/2024 | 55.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,928 CHF | 11,464 CHF | 99.40% | 99.40% |
25/04/2024 | 42.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,912 CHF | 14,456 CHF | 97.31% | 97.31% |
24/04/2024 | 59.96% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,718 CHF | 10,859 CHF | 99.17% | 99.17% |