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 | 53.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,935 CHF | 5,984 CHF | 99.39% | 99.39% |
07/05/2024 | 41.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,787 | 250,000 | 19,718 CHF | 7,457 CHF | 99.24% | 99.24% |
06/05/2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,336 | 250,000 | 14,885 CHF | 6,246 CHF | 99.21% | 99.21% |
03/05/2024 | 59.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,097 CHF | 5,524 CHF | 99.38% | 99.38% |
02/05/2024 | 49.79% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 976,702 | 250,000 | 14,950 CHF | 6,345 CHF | 99.38% | 99.38% |
30/04/2024 | 38.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,251 CHF | 7,813 CHF | 99.42% | 99.42% |
29/04/2024 | 33.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,440 | 250,000 | 25,102 CHF | 8,823 CHF | 99.28% | 99.28% |
26/04/2024 | 32.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,459 | 250,000 | 26,246 CHF | 9,096 CHF | 97.22% | 97.22% |
25/04/2024 | 33.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 990,672 | 250,000 | 24,732 CHF | 8,741 CHF | 83.97% | 83.97% |
24/04/2024 | 27.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,648 | 250,000 | 31,647 CHF | 10,452 CHF | 99.39% | 99.39% |