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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 22.24% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,911 | 255,315 | 39,886 CHF | 12,825 CHF | 99.38% | 99.38% |
10/05/2024 | 18.73% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 977,382 | 412,912 | 47,378 CHF | 24,388 CHF | 99.39% | 99.39% |
08/05/2024 | 16.64% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 913,286 | 462,059 | 50,277 CHF | 30,076 CHF | 99.39% | 99.39% |
07/05/2024 | 12.97% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 700,445 | 362,146 | 50,548 CHF | 29,739 CHF | 99.23% | 99.23% |
06/05/2024 | 19.45% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 979,505 | 338,251 | 45,822 CHF | 19,720 CHF | 99.21% | 99.21% |
03/05/2024 | 22.63% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 39,439 CHF | 12,360 CHF | 99.38% | 99.38% |
02/05/2024 | 19.06% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 959,196 | 384,406 | 45,842 CHF | 22,821 CHF | 99.38% | 99.38% |
30/04/2024 | 14.83% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 811,831 | 415,861 | 50,654 CHF | 30,119 CHF | 99.42% | 99.42% |
29/04/2024 | 12.63% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 677,141 | 352,204 | 50,235 CHF | 29,653 CHF | 99.28% | 99.28% |
26/04/2024 | 12.61% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 678,403 | 352,544 | 50,421 CHF | 29,725 CHF | 97.22% | 97.22% |