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 | 54.48% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 13,402 CHF | 23,402 CHF | 99.29% | 99.29% |
07/05/2024 | 44.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 999,435 | 999,435 | 17,798 CHF | 27,798 CHF | 99.92% | 99.92% |
06/05/2024 | 39.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 20,379 CHF | 30,379 CHF | 100.00% | 100.00% |
03/05/2024 | 40.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,796 CHF | 29,796 CHF | 99.43% | 99.43% |
02/05/2024 | 57.30% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 12,568 CHF | 22,568 CHF | 100.00% | 100.00% |
30/04/2024 | 48.55% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 15,730 CHF | 25,730 CHF | 99.16% | 99.16% |
29/04/2024 | 41.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,291 CHF | 29,291 CHF | 99.81% | 99.81% |
26/04/2024 | 36.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 22,431 CHF | 32,431 CHF | 99.35% | 99.35% |
25/04/2024 | 38.64% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 21,029 CHF | 31,029 CHF | 99.24% | 99.24% |
24/04/2024 | 47.45% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 999,993 | 999,993 | 16,092 CHF | 26,092 CHF | 99.60% | 99.60% |