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 | 89.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,163 CHF | 8,082 CHF | 98.83% | 98.83% |
07/05/2024 | 86.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,634 CHF | 8,317 CHF | 97.54% | 97.54% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.39% | 98.39% |
03/05/2024 | 40.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,995 CHF | 14,998 CHF | 97.65% | 97.65% |
02/05/2024 | 36.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,011 CHF | 16,505 CHF | 99.36% | 99.36% |
30/04/2024 | 38.81% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,042 CHF | 15,521 CHF | 99.27% | 99.27% |
29/04/2024 | 29.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,481 CHF | 19,740 CHF | 99.31% | 99.31% |
26/04/2024 | 28.14% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,672 CHF | 20,336 CHF | 99.44% | 99.44% |
25/04/2024 | 20.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,260 CHF | 26,630 CHF | 97.26% | 97.26% |
24/04/2024 | 27.93% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,009 CHF | 20,505 CHF | 99.49% | 99.49% |