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 | 43.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,903 CHF | 13,952 CHF | 95.20% | 95.20% |
06/05/2024 | 36.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,319 CHF | 16,160 CHF | 92.69% | 92.69% |
03/05/2024 | 34.06% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,200 CHF | 17,600 CHF | 94.88% | 94.88% |
02/05/2024 | 30.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,008 CHF | 19,004 CHF | 95.43% | 95.43% |
30/04/2024 | 38.15% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,623 CHF | 15,811 CHF | 94.77% | 94.77% |
29/04/2024 | 23.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 438,498 | 38,361 CHF | 21,106 CHF | 91.67% | 91.67% |
26/04/2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 458,328 | 39,960 CHF | 22,896 CHF | 94.47% | 94.47% |
25/04/2024 | 22.49% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 482,521 | 39,946 CHF | 24,000 CHF | 95.15% | 95.15% |
24/04/2024 | 21.36% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 434,790 | 42,137 CHF | 22,594 CHF | 96.73% | 96.73% |
23/04/2024 | 23.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 400,000 | 1,000,000 | 497,581 | 38,393 CHF | 24,076 CHF | 89.38% | 89.38% |