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 | 22.56% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 990,044 | 250,000 | 38,990 CHF | 12,348 CHF | 99.38% | 99.38% |
08/05/2024 | 19.84% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 961,743 | 364,312 | 44,762 CHF | 21,528 CHF | 99.39% | 99.39% |
07/05/2024 | 13.55% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 735,626 | 378,658 | 50,541 CHF | 29,833 CHF | 99.24% | 99.24% |
06/05/2024 | 15.90% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 862,956 | 418,787 | 50,024 CHF | 28,791 CHF | 99.20% | 99.20% |
03/05/2024 | 20.39% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 990,794 | 301,456 | 44,001 CHF | 16,692 CHF | 99.39% | 99.39% |
02/05/2024 | 19.88% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 980,286 | 287,411 | 44,561 CHF | 16,157 CHF | 99.39% | 99.39% |
30/04/2024 | 16.11% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 862,766 | 439,745 | 49,171 CHF | 29,741 CHF | 99.43% | 99.43% |
29/04/2024 | 6.07% | 0.16 CHF | 0.17 CHF | 300,000 | 300,000 | 323,843 | 323,843 | 51,756 CHF | 54,995 CHF | 99.29% | 99.29% |
26/04/2024 | 6.69% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 360,294 | 360,295 | 52,047 CHF | 55,650 CHF | 97.23% | 97.23% |
25/04/2024 | 8.49% | 0.11 CHF | 0.12 CHF | 500,000 | 500,000 | 454,189 | 430,437 | 51,278 CHF | 53,375 CHF | 83.98% | 83.98% |