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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.88% | 98.88% |
08/05/2024 | 22.16% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,159 CHF | 25,079 CHF | 98.93% | 98.93% |
07/05/2024 | 20.26% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,863 CHF | 27,431 CHF | 98.88% | 98.88% |
06/05/2024 | 21.86% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,062 CHF | 25,531 CHF | 99.07% | 99.07% |
03/05/2024 | 26.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,744 CHF | 21,872 CHF | 98.61% | 98.61% |
02/05/2024 | 23.72% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,634 CHF | 23,817 CHF | 99.09% | 99.09% |
30/04/2024 | 20.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,356 CHF | 27,178 CHF | 99.10% | 99.10% |
29/04/2024 | 11.43% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 82,686 CHF | 46,343 CHF | 98.61% | 98.61% |
26/04/2024 | 12.06% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,191 CHF | 44,096 CHF | 96.26% | 96.26% |
25/04/2024 | 14.02% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,661 CHF | 38,330 CHF | 99.02% | 99.02% |