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 | 64.61% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 15,757 CHF | 1,025 CHF | 99.27% | 99.27% |
07/05/2024 | 58.72% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 18,101 CHF | 1,103 CHF | 99.27% | 99.27% |
06/05/2024 | 67.35% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 14,812 CHF | 994 CHF | 99.27% | 99.27% |
03/05/2024 | 55.69% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 19,489 CHF | 1,150 CHF | 99.10% | 99.10% |
02/05/2024 | 52.81% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 21,105 CHF | 1,204 CHF | 99.23% | 99.23% |
30/04/2024 | 66.22% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 15,160 CHF | 1,005 CHF | 99.13% | 99.13% |
29/04/2024 | 58.60% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 18,131 CHF | 1,104 CHF | 99.06% | 99.06% |
26/04/2024 | 49.64% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 22,854 CHF | 1,262 CHF | 99.26% | 99.26% |
25/04/2024 | 58.00% | 0.01 CHF | 0.02 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 18,457 CHF | 1,115 CHF | 98.27% | 98.27% |
24/04/2024 | 41.31% | 0.02 CHF | 0.03 CHF | 1,500,000 | 50,000 | 1,500,000 | 50,000 | 28,922 CHF | 1,464 CHF | 99.26% | 99.26% |