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 | 76.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,088 CHF | 9,044 CHF | 93.93% | 93.93% |
07/05/2024 | 67.82% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,828 CHF | 9,914 CHF | 92.78% | 92.78% |
06/05/2024 | 52.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,094 CHF | 12,047 CHF | 96.90% | 96.90% |
03/05/2024 | 41.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,963 CHF | 14,482 CHF | 97.73% | 97.73% |
02/05/2024 | 42.65% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,466 CHF | 14,233 CHF | 95.90% | 95.90% |
30/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 93.57% | 93.57% |
29/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 88.89% | 88.89% |
26/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 95.02% | 95.02% |
25/04/2024 | 26.77% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,840 CHF | 21,420 CHF | 95.64% | 95.64% |
24/04/2024 | 30.23% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 28,549 CHF | 19,274 CHF | 94.52% | 94.52% |