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 | 58.10% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,247 CHF | 11,123 CHF | 95.17% | 95.17% |
06/05/2024 | 53.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,639 CHF | 11,819 CHF | 92.68% | 92.68% |
03/05/2024 | 52.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,977 CHF | 11,988 CHF | 94.84% | 94.84% |
02/05/2024 | 49.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,052 CHF | 12,526 CHF | 95.44% | 95.44% |
30/04/2024 | 52.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,979 CHF | 11,989 CHF | 94.79% | 94.79% |
29/04/2024 | 43.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,893 CHF | 13,947 CHF | 91.67% | 91.67% |
26/04/2024 | 43.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,852 CHF | 13,926 CHF | 94.44% | 94.44% |
25/04/2024 | 41.32% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,305 CHF | 14,653 CHF | 95.20% | 95.20% |
24/04/2024 | 39.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,249 CHF | 15,125 CHF | 96.80% | 96.80% |
23/04/2024 | 42.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,715 CHF | 14,358 CHF | 89.41% | 89.41% |