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 | 25.01% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,602 CHF | 22,801 CHF | 98.90% | 98.90% |
07/05/2024 | 27.12% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,284 CHF | 21,142 CHF | 98.88% | 98.88% |
06/05/2024 | 21.04% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,120 CHF | 26,560 CHF | 99.09% | 99.09% |
03/05/2024 | 15.89% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 484,285 | 58,610 CHF | 33,051 CHF | 98.60% | 98.60% |
02/05/2024 | 13.45% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 405,525 | 69,477 CHF | 32,180 CHF | 97.96% | 97.96% |
30/04/2024 | 12.65% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 442,910 | 74,445 CHF | 37,238 CHF | 98.30% | 98.30% |
29/04/2024 | 22.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 39,810 CHF | 24,905 CHF | 98.64% | 98.64% |
26/04/2024 | 19.55% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 46,615 CHF | 28,308 CHF | 98.30% | 98.30% |
25/04/2024 | 17.17% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,817 CHF | 31,909 CHF | 99.02% | 99.02% |
24/04/2024 | 18.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 49,565 CHF | 29,782 CHF | 98.72% | 98.72% |