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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,994 CHF | 14,997 CHF | 95.19% | 95.19% |
06/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 92.78% | 92.78% |
03/05/2024 | 39.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,257 CHF | 15,128 CHF | 94.91% | 94.91% |
02/05/2024 | 36.62% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,955 CHF | 16,477 CHF | 95.43% | 95.43% |
30/04/2024 | 28.63% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,948 CHF | 19,974 CHF | 94.77% | 94.77% |
29/04/2024 | 32.85% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 26,255 CHF | 18,127 CHF | 91.71% | 91.71% |
26/04/2024 | 26.30% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,572 CHF | 21,786 CHF | 94.54% | 94.54% |
25/04/2024 | 24.57% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 36,299 CHF | 23,150 CHF | 95.19% | 95.19% |
24/04/2024 | 26.97% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,517 CHF | 21,259 CHF | 96.82% | 96.82% |
23/04/2024 | 24.10% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 37,042 CHF | 23,521 CHF | 89.35% | 89.35% |