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 | 8.21% | 0.11 CHF | 0.12 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 117,080 CHF | 50,832 CHF | 98.90% | 98.90% |
07/05/2024 | 7.47% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 129,292 CHF | 55,717 CHF | 98.88% | 98.88% |
06/05/2024 | 7.95% | 0.12 CHF | 0.13 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 121,164 CHF | 52,465 CHF | 99.08% | 99.08% |
03/05/2024 | 9.22% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,005 | 103,643 CHF | 45,458 CHF | 98.62% | 98.62% |
02/05/2024 | 9.37% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 101,852 CHF | 44,741 CHF | 98.02% | 98.02% |
30/04/2024 | 8.12% | 0.10 CHF | 0.11 CHF | 1,000,000 | 400,000 | 995,624 | 395,624 | 118,530 CHF | 50,976 CHF | 99.06% | 99.06% |
29/04/2024 | 4.90% | 0.20 CHF | 0.21 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 149,467 CHF | 52,322 CHF | 98.60% | 98.60% |
26/04/2024 | 5.16% | 0.19 CHF | 0.20 CHF | 750,000 | 250,000 | 755,998 | 251,999 | 142,732 CHF | 50,097 CHF | 98.25% | 98.25% |
25/04/2024 | 5.82% | 0.16 CHF | 0.17 CHF | 900,000 | 300,000 | 840,432 | 280,144 | 140,214 CHF | 49,540 CHF | 98.99% | 98.99% |
24/04/2024 | 5.26% | 0.18 CHF | 0.19 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 138,956 CHF | 48,819 CHF | 98.39% | 98.39% |