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 | 25.05% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 980,575 | 250,000 | 34,249 CHF | 11,232 CHF | 99.39% | 99.39% |
08/05/2024 | 24.54% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,828 CHF | 11,457 CHF | 99.38% | 99.38% |
07/05/2024 | 22.17% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 992,843 | 250,000 | 40,041 CHF | 12,576 CHF | 99.24% | 99.24% |
06/05/2024 | 27.33% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,341 | 250,000 | 31,543 CHF | 10,436 CHF | 99.22% | 99.22% |
03/05/2024 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,021 CHF | 10,005 CHF | 99.30% | 99.30% |
02/05/2024 | 26.38% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 976,720 | 250,000 | 32,250 CHF | 10,766 CHF | 99.38% | 99.38% |
30/04/2024 | 23.19% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,257 CHF | 12,064 CHF | 99.43% | 99.43% |
29/04/2024 | 21.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 992,442 | 250,000 | 41,209 CHF | 12,878 CHF | 99.28% | 99.28% |
26/04/2024 | 20.63% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 994,370 | 250,000 | 43,355 CHF | 13,395 CHF | 97.23% | 97.23% |
25/04/2024 | 21.98% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 990,769 | 250,000 | 40,169 CHF | 12,634 CHF | 83.96% | 83.96% |