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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 37.04% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,592 CHF | 16,296 CHF | 99.45% | 99.45% |
14/05/2024 | 38.74% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,103 CHF | 15,551 CHF | 99.58% | 99.58% |
13/05/2024 | 39.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,562 CHF | 15,281 CHF | 98.71% | 98.71% |
10/05/2024 | 32.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,448 CHF | 18,224 CHF | 99.72% | 99.72% |
08/05/2024 | 35.96% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,532 CHF | 16,766 CHF | 94.62% | 94.62% |
07/05/2024 | 35.75% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 23,179 CHF | 16,590 CHF | 98.01% | 98.01% |
06/05/2024 | 37.91% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 21,507 CHF | 15,753 CHF | 95.28% | 95.28% |
03/05/2024 | 33.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,828 CHF | 17,914 CHF | 98.29% | 98.29% |
02/05/2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,037 CHF | 20,019 CHF | 99.59% | 99.59% |
30/04/2024 | 28.61% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,968 CHF | 19,984 CHF | 98.62% | 98.62% |