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 | 16.50% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 83,492 CHF | 19,698 CHF | 99.27% | 99.27% |
07/05/2024 | 16.35% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 85,457 CHF | 20,092 CHF | 99.27% | 99.27% |
06/05/2024 | 19.54% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 69,279 CHF | 16,856 CHF | 99.27% | 99.27% |
03/05/2024 | 18.61% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 73,221 CHF | 17,644 CHF | 99.14% | 99.14% |
02/05/2024 | 21.19% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 63,400 CHF | 15,680 CHF | 99.19% | 99.19% |
30/04/2024 | 25.04% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 52,450 CHF | 13,490 CHF | 99.27% | 99.27% |
29/04/2024 | 25.82% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 50,648 CHF | 13,130 CHF | 99.18% | 99.18% |
26/04/2024 | 26.76% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 48,580 CHF | 12,716 CHF | 99.25% | 99.25% |
25/04/2024 | 28.43% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 45,327 CHF | 12,065 CHF | 98.34% | 98.34% |
24/04/2024 | 26.16% | 0.03 CHF | 0.04 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 49,908 CHF | 12,982 CHF | 99.24% | 99.24% |