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 | 12.70% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,023 CHF | 42,012 CHF | 99.37% | 99.37% |
07/05/2024 | 14.92% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,291 CHF | 36,146 CHF | 94.71% | 94.71% |
06/05/2024 | 15.06% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 61,660 CHF | 35,830 CHF | 99.36% | 99.36% |
03/05/2024 | 17.19% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,531 CHF | 31,765 CHF | 99.36% | 99.36% |
02/05/2024 | 17.38% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,883 CHF | 31,441 CHF | 99.37% | 99.37% |
30/04/2024 | 17.44% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,643 CHF | 31,322 CHF | 99.37% | 99.37% |
29/04/2024 | 13.73% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,084 CHF | 39,042 CHF | 99.37% | 99.37% |
26/04/2024 | 15.32% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,319 CHF | 35,160 CHF | 99.37% | 99.37% |
25/04/2024 | 13.38% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,302 CHF | 40,151 CHF | 99.36% | 99.36% |
24/04/2024 | 10.54% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,035 | 90,163 CHF | 49,976 CHF | 99.36% | 99.36% |