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 | 104.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,603 CHF | 7,302 CHF | 98.90% | 98.90% |
07/05/2024 | 108.56% | 0.00 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,337 CHF | 7,168 CHF | 98.90% | 98.90% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 99.08% | 99.08% |
03/05/2024 | 62.64% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,511 CHF | 10,755 CHF | 98.64% | 98.64% |
02/05/2024 | 42.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,037 CHF | 14,518 CHF | 99.08% | 99.08% |
30/04/2024 | 39.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,855 CHF | 15,428 CHF | 99.10% | 99.10% |
29/04/2024 | 60.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,571 CHF | 10,786 CHF | 98.61% | 98.61% |
26/04/2024 | 50.55% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,807 CHF | 12,404 CHF | 98.30% | 98.30% |
25/04/2024 | 45.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,138 CHF | 13,569 CHF | 98.94% | 98.94% |
24/04/2024 | 49.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,226 CHF | 12,613 CHF | 98.64% | 98.64% |