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 | 19.68% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 69,435 CHF | 14,073 CHF | 99.27% | 99.27% |
13/05/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 74,924 CHF | 14,987 CHF | 98.81% | 98.81% |
10/05/2024 | 16.98% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 81,436 CHF | 16,073 CHF | 99.27% | 99.27% |
08/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 75,000 CHF | 15,000 CHF | 99.27% | 99.27% |
07/05/2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 75,000 CHF | 15,000 CHF | 99.27% | 99.27% |
06/05/2024 | 22.18% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,141 CHF | 12,524 CHF | 99.27% | 99.27% |
03/05/2024 | 21.47% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 62,781 CHF | 12,964 CHF | 99.15% | 99.15% |
02/05/2024 | 25.49% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 52,277 CHF | 11,213 CHF | 99.19% | 99.19% |
30/04/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 60,000 CHF | 12,500 CHF | 99.27% | 99.27% |
29/04/2024 | 22.58% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 59,151 CHF | 12,358 CHF | 99.18% | 99.18% |