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 | 98.86% | 98.86% |
08/05/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,000 CHF | 25,000 CHF | 98.89% | 98.89% |
07/05/2024 | 20.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 44,090 CHF | 27,045 CHF | 97.84% | 97.84% |
06/05/2024 | 21.99% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,566 CHF | 25,283 CHF | 99.06% | 99.06% |
03/05/2024 | 26.13% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,847 CHF | 21,923 CHF | 98.61% | 98.61% |
02/05/2024 | 25.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,110 CHF | 22,555 CHF | 98.00% | 98.00% |
30/04/2024 | 21.48% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,955 CHF | 25,978 CHF | 98.26% | 98.26% |
29/04/2024 | 13.23% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 70,644 CHF | 40,322 CHF | 98.61% | 98.61% |
26/04/2024 | 13.79% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,774 CHF | 38,887 CHF | 98.24% | 98.24% |
25/04/2024 | 15.78% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,592 CHF | 34,296 CHF | 99.00% | 99.00% |