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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 98.90% | 98.90% |
07/05/2024 | 51.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,775 CHF | 12,387 CHF | 98.88% | 98.88% |
06/05/2024 | 56.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,030 CHF | 11,515 CHF | 99.06% | 99.06% |
03/05/2024 | 71.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,105 CHF | 9,552 CHF | 98.59% | 98.59% |
02/05/2024 | 70.28% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,298 CHF | 9,649 CHF | 99.07% | 99.07% |
30/04/2024 | 45.76% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,032 CHF | 14,516 CHF | 99.10% | 99.10% |
29/04/2024 | 14.25% | 0.07 CHF | 0.08 CHF | 900,000 | 300,000 | 936,565 | 336,565 | 61,268 CHF | 25,256 CHF | 98.61% | 98.61% |
26/04/2024 | 15.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 985,697 | 386,846 | 59,749 CHF | 27,219 CHF | 98.24% | 98.24% |
25/04/2024 | 19.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 433,358 | 47,274 CHF | 24,550 CHF | 98.90% | 98.90% |
24/04/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 60,144 CHF | 28,058 CHF | 98.66% | 98.66% |