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 | 101.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,867 CHF | 7,433 CHF | 94.02% | 94.02% |
07/05/2024 | 95.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,478 CHF | 7,739 CHF | 92.83% | 92.83% |
06/05/2024 | 78.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,862 CHF | 8,931 CHF | 96.84% | 96.84% |
03/05/2024 | 66.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,197 CHF | 10,098 CHF | 97.73% | 97.73% |
02/05/2024 | 65.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,313 CHF | 10,157 CHF | 95.88% | 95.88% |
30/04/2024 | 60.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,649 CHF | 10,825 CHF | 93.48% | 93.48% |
29/04/2024 | 53.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,609 CHF | 11,804 CHF | 88.75% | 88.75% |
26/04/2024 | 45.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,829 CHF | 13,415 CHF | 95.04% | 95.04% |
25/04/2024 | 40.90% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,558 CHF | 14,779 CHF | 95.59% | 95.59% |
24/04/2024 | 47.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,222 CHF | 13,111 CHF | 94.52% | 94.52% |