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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 45.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,932 CHF | 13,466 CHF | 99.59% | 99.59% |
13/05/2024 | 47.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,005 CHF | 13,003 CHF | 98.66% | 98.66% |
10/05/2024 | 44.56% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,482 CHF | 13,741 CHF | 99.70% | 99.70% |
08/05/2024 | 43.11% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,274 CHF | 14,137 CHF | 94.59% | 94.59% |
07/05/2024 | 43.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,802 CHF | 13,901 CHF | 98.03% | 98.03% |
06/05/2024 | 46.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,438 CHF | 13,219 CHF | 95.31% | 95.31% |
03/05/2024 | 41.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,090 CHF | 14,545 CHF | 98.32% | 98.32% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.60% | 99.60% |
30/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 98.62% | 98.62% |
29/04/2024 | 36.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,807 CHF | 16,404 CHF | 98.08% | 98.08% |