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 | 18.36% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 49,598 CHF | 23,839 CHF | 95.18% | 95.18% |
06/05/2024 | 17.49% | 0.05 CHF | 0.06 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 52,465 CHF | 24,986 CHF | 92.77% | 92.77% |
03/05/2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 58,929 CHF | 27,572 CHF | 94.89% | 94.89% |
02/05/2024 | 15.36% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,102 | 399,102 | 60,133 CHF | 28,007 CHF | 95.46% | 95.46% |
30/04/2024 | 13.40% | 0.08 CHF | 0.09 CHF | 900,000 | 300,000 | 917,121 | 317,121 | 63,979 CHF | 25,237 CHF | 94.76% | 94.76% |
29/04/2024 | 15.48% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 59,658 CHF | 27,863 CHF | 91.66% | 91.66% |
26/04/2024 | 13.31% | 0.06 CHF | 0.07 CHF | 1,000,000 | 400,000 | 999,403 | 399,403 | 70,923 CHF | 32,335 CHF | 94.41% | 94.41% |
25/04/2024 | 12.23% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 983,895 | 383,895 | 75,965 CHF | 33,358 CHF | 95.18% | 95.18% |
24/04/2024 | 13.04% | 0.08 CHF | 0.09 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 71,947 CHF | 32,779 CHF | 96.86% | 96.86% |
23/04/2024 | 12.36% | 0.07 CHF | 0.08 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 76,232 CHF | 34,493 CHF | 89.37% | 89.37% |