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 | 30.41% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 27,926 CHF | 37,926 CHF | 99.29% | 99.29% |
07/05/2024 | 33.01% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 999,270 | 999,270 | 25,416 CHF | 35,416 CHF | 99.92% | 99.92% |
06/05/2024 | 32.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 25,695 CHF | 35,695 CHF | 100.00% | 100.00% |
03/05/2024 | 26.36% | 0.03 CHF | 0.04 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 33,573 CHF | 43,573 CHF | 99.42% | 99.42% |
02/05/2024 | 19.57% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 46,258 CHF | 56,258 CHF | 100.00% | 100.00% |
30/04/2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 45,087 CHF | 55,087 CHF | 99.16% | 99.16% |
29/04/2024 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 50,018 CHF | 60,018 CHF | 99.81% | 99.81% |
26/04/2024 | 18.53% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 49,228 CHF | 59,228 CHF | 99.33% | 99.33% |
25/04/2024 | 17.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 50,948 CHF | 60,948 CHF | 99.24% | 99.24% |
24/04/2024 | 16.37% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 999,991 | 999,991 | 56,116 CHF | 66,116 CHF | 99.59% | 99.59% |