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 | 22.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 150,000 CHF | 99.25% | 99.25% |
07/05/2024 | 22.23% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,999,650 | 2,999,650 | 119,986 CHF | 149,986 CHF | 95.46% | 95.46% |
06/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 120,000 CHF | 150,000 CHF | 98.38% | 98.38% |
03/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2,753,000 | 2,753,000 | 2,753,370 | 2,753,370 | 110,135 CHF | 137,669 CHF | 100.00% | 100.00% |
02/05/2024 | 20.18% | 0.05 CHF | 0.06 CHF | 2,798,500 | 2,798,500 | 2,798,210 | 2,798,210 | 124,777 CHF | 152,759 CHF | 100.00% | 100.00% |
30/04/2024 | 20.04% | 0.05 CHF | 0.06 CHF | 2,995,800 | 2,995,800 | 2,995,020 | 2,995,020 | 134,536 CHF | 164,494 CHF | 100.00% | 100.00% |
29/04/2024 | 21.93% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,952,500 | 2,952,500 | 120,079 CHF | 149,604 CHF | 99.99% | 99.99% |
26/04/2024 | 20.42% | 0.04 CHF | 0.05 CHF | 2,699,800 | 2,699,800 | 2,758,780 | 2,758,780 | 121,607 CHF | 149,195 CHF | 98.65% | 98.65% |
25/04/2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2,933,800 | 2,933,800 | 2,944,300 | 2,944,300 | 132,494 CHF | 161,937 CHF | 100.00% | 100.00% |
24/04/2024 | 21.78% | 0.05 CHF | 0.06 CHF | 2,945,500 | 2,945,500 | 2,895,200 | 2,895,200 | 118,761 CHF | 147,713 CHF | 99.71% | 99.71% |