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 | 45.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 999,916 | 250,000 | 17,040 CHF | 6,760 CHF | 100.00% | 100.00% |
07/05/2024 | 38.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,560 | 250,000 | 21,213 CHF | 7,850 CHF | 99.73% | 99.73% |
06/05/2024 | 41.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,850 | 250,000 | 19,095 CHF | 7,300 CHF | 99.52% | 99.52% |
03/05/2024 | 42.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 983,021 | 250,000 | 18,354 CHF | 7,173 CHF | 99.66% | 99.66% |
02/05/2024 | 55.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,496 | 250,000 | 13,306 CHF | 5,834 CHF | 99.99% | 99.99% |
30/04/2024 | 71.38% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,919 | 250,000 | 9,251 CHF | 4,823 CHF | 99.58% | 99.58% |
29/04/2024 | 74.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 974,591 | 250,000 | 8,647 CHF | 4,710 CHF | 95.61% | 95.61% |
26/04/2024 | 80.02% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 974,201 | 250,000 | 7,866 CHF | 4,499 CHF | 97.27% | 97.27% |
25/04/2024 | 84.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,167 | 250,000 | 7,339 CHF | 4,343 CHF | 83.68% | 83.68% |
24/04/2024 | 74.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,968 | 250,000 | 8,584 CHF | 4,694 CHF | 98.77% | 98.77% |