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 | 132.41% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 2,585 CHF | 6,293 CHF | 98.85% | 98.85% |
07/05/2024 | 124.87% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,009 CHF | 6,505 CHF | 97.51% | 97.51% |
06/05/2024 | 107.18% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,361 CHF | 7,181 CHF | 98.43% | 98.43% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 97.20% | 97.20% |
02/05/2024 | 59.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,618 CHF | 11,309 CHF | 99.33% | 99.33% |
30/04/2024 | 62.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,575 CHF | 10,788 CHF | 99.27% | 99.27% |
29/04/2024 | 41.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,268 CHF | 14,634 CHF | 99.29% | 99.29% |
26/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.43% | 99.43% |
25/04/2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,113 CHF | 20,056 CHF | 97.23% | 97.23% |
24/04/2024 | 39.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,236 CHF | 15,118 CHF | 99.51% | 99.51% |