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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 64.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,603 CHF | 10,302 CHF | 98.89% | 98.89% |
06/05/2024 | 69.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,524 CHF | 9,762 CHF | 99.09% | 99.09% |
03/05/2024 | 78.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,749 CHF | 8,875 CHF | 98.63% | 98.63% |
02/05/2024 | 75.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,356 CHF | 9,178 CHF | 97.95% | 97.95% |
30/04/2024 | 65.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,401 CHF | 10,200 CHF | 98.38% | 98.38% |
29/04/2024 | 31.70% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,613 CHF | 18,307 CHF | 98.60% | 98.60% |
26/04/2024 | 34.24% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,318 CHF | 17,159 CHF | 98.26% | 98.26% |
25/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.90% | 98.90% |
24/04/2024 | 37.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,805 CHF | 15,902 CHF | 98.67% | 98.67% |
23/04/2024 | 33.51% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,679 CHF | 17,839 CHF | 98.88% | 98.88% |