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 | 15.23% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,920 CHF | 35,460 CHF | 98.90% | 98.90% |
07/05/2024 | 13.92% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,128 CHF | 38,564 CHF | 98.86% | 98.86% |
06/05/2024 | 14.91% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,434 CHF | 36,217 CHF | 99.07% | 99.07% |
03/05/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 50,617 CHF | 30,308 CHF | 98.59% | 98.59% |
02/05/2024 | 17.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 52,156 CHF | 31,078 CHF | 99.07% | 99.07% |
30/04/2024 | 14.61% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 64,165 CHF | 37,082 CHF | 99.11% | 99.11% |
29/04/2024 | 8.51% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 112,643 CHF | 49,057 CHF | 98.60% | 98.60% |
26/04/2024 | 9.04% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 407,631 | 105,891 CHF | 47,147 CHF | 96.42% | 96.42% |
25/04/2024 | 10.40% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 462,780 | 91,754 CHF | 46,783 CHF | 98.94% | 98.94% |
24/04/2024 | 9.31% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 102,630 CHF | 45,052 CHF | 98.65% | 98.65% |