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 | 11.48% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 123,471 CHF | 27,694 CHF | 99.27% | 99.27% |
07/05/2024 | 10.24% | 0.10 CHF | 0.11 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 139,464 CHF | 30,893 CHF | 99.27% | 99.27% |
06/05/2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 117,958 CHF | 26,592 CHF | 99.27% | 99.27% |
03/05/2024 | 11.93% | 0.07 CHF | 0.08 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 118,533 CHF | 26,707 CHF | 99.15% | 99.15% |
02/05/2024 | 14.70% | 0.06 CHF | 0.07 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 95,033 CHF | 22,007 CHF | 99.19% | 99.19% |
30/04/2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 75,185 CHF | 18,037 CHF | 99.27% | 99.27% |
29/04/2024 | 18.28% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 74,653 CHF | 17,931 CHF | 99.18% | 99.18% |
26/04/2024 | 20.12% | 0.05 CHF | 0.06 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 67,816 CHF | 16,563 CHF | 99.25% | 99.25% |
25/04/2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 60,000 CHF | 15,000 CHF | 98.35% | 98.35% |
24/04/2024 | 19.17% | 0.04 CHF | 0.05 CHF | 1,500,000 | 300,000 | 1,500,000 | 300,000 | 71,346 CHF | 17,269 CHF | 99.25% | 99.25% |