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 | 25.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 34,721 CHF | 26,833 CHF | 98.53% | 98.53% |
10/05/2024 | 26.09% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 33,751 CHF | 26,251 CHF | 99.16% | 99.16% |
08/05/2024 | 30.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 27,614 CHF | 22,569 CHF | 99.17% | 99.17% |
07/05/2024 | 30.22% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 28,165 CHF | 22,899 CHF | 97.92% | 97.92% |
06/05/2024 | 27.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 31,631 CHF | 24,979 CHF | 99.17% | 99.17% |
03/05/2024 | 27.84% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 999,445 | 600,000 | 30,975 CHF | 24,595 CHF | 99.16% | 99.16% |
02/05/2024 | 24.71% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 36,001 CHF | 27,601 CHF | 99.14% | 99.14% |
30/04/2024 | 10.91% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 506,872 | 501,374 | 43,995 CHF | 48,569 CHF | 99.17% | 99.17% |
29/04/2024 | 9.60% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 49,688 CHF | 54,688 CHF | 99.17% | 99.17% |
26/04/2024 | 10.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 44,940 CHF | 49,940 CHF | 99.16% | 99.16% |