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 | 15.35% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 90,612 CHF | 3,520 CHF | 99.27% | 99.27% |
08/05/2024 | 15.02% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 92,401 CHF | 3,580 CHF | 99.27% | 99.27% |
07/05/2024 | 13.59% | 0.07 CHF | 0.08 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 102,968 CHF | 3,932 CHF | 99.27% | 99.27% |
06/05/2024 | 15.01% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 92,479 CHF | 3,583 CHF | 98.85% | 99.05% |
03/05/2024 | 13.82% | 0.07 CHF | 0.08 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 101,079 CHF | 3,869 CHF | 99.10% | 99.10% |
02/05/2024 | 13.20% | 0.07 CHF | 0.08 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 106,319 CHF | 4,044 CHF | 99.23% | 99.23% |
30/04/2024 | 14.84% | 0.06 CHF | 0.07 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 93,574 CHF | 3,619 CHF | 99.14% | 99.14% |
29/04/2024 | 13.37% | 0.07 CHF | 0.08 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 104,788 CHF | 3,993 CHF | 99.06% | 99.06% |
26/04/2024 | 12.59% | 0.08 CHF | 0.09 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 111,794 CHF | 4,226 CHF | 99.26% | 99.26% |
25/04/2024 | 13.77% | 0.07 CHF | 0.08 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 101,536 CHF | 3,885 CHF | 98.27% | 98.27% |