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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,632 | 250,000 | 14,905 CHF | 6,250 CHF | 99.38% | 99.38% |
07/05/2024 | 47.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,587 | 250,000 | 16,032 CHF | 6,524 CHF | 99.23% | 99.23% |
06/05/2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,387 | 250,000 | 19,755 CHF | 7,497 CHF | 99.21% | 99.21% |
03/05/2024 | 38.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,556 | 250,000 | 21,011 CHF | 7,780 CHF | 99.38% | 99.38% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,867 | 250,000 | 19,877 CHF | 7,500 CHF | 99.39% | 99.39% |
30/04/2024 | 39.07% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,625 | 250,000 | 20,688 CHF | 7,704 CHF | 99.44% | 99.44% |
29/04/2024 | 43.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,276 | 250,000 | 18,516 CHF | 7,179 CHF | 99.28% | 99.28% |
26/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,187 | 250,000 | 19,844 CHF | 7,500 CHF | 97.24% | 97.24% |
25/04/2024 | 36.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,008 | 250,000 | 22,636 CHF | 8,240 CHF | 83.97% | 83.97% |
24/04/2024 | 39.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,474 CHF | 7,619 CHF | 99.38% | 99.38% |