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 | 73.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,660 CHF | 9,330 CHF | 95.19% | 95.19% |
06/05/2024 | 68.88% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,574 CHF | 9,787 CHF | 92.75% | 92.75% |
03/05/2024 | 59.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,912 CHF | 10,956 CHF | 94.83% | 94.83% |
02/05/2024 | 56.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,703 CHF | 11,352 CHF | 95.44% | 95.44% |
30/04/2024 | 47.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,916 CHF | 12,958 CHF | 94.75% | 94.75% |
29/04/2024 | 54.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 13,257 CHF | 11,629 CHF | 91.66% | 91.66% |
26/04/2024 | 46.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,757 CHF | 13,379 CHF | 94.43% | 94.43% |
25/04/2024 | 40.91% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,543 CHF | 14,772 CHF | 95.16% | 95.16% |
24/04/2024 | 43.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,208 CHF | 14,104 CHF | 96.81% | 96.81% |
23/04/2024 | 41.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,135 CHF | 14,568 CHF | 89.38% | 89.38% |