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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,592 | 250,000 | 4,948 CHF | 3,750 CHF | 98.70% | 98.70% |
28/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.97% | 98.97% |
27/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 972,136 | 250,000 | 4,861 CHF | 3,750 CHF | 41.10% | 41.10% |
24/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,482 | 250,000 | 4,942 CHF | 3,750 CHF | 98.67% | 98.67% |
23/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,579 | 250,000 | 4,948 CHF | 3,750 CHF | 88.26% | 88.26% |
22/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,813 | 250,000 | 4,964 CHF | 3,750 CHF | 97.66% | 97.66% |
21/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,521 | 250,000 | 4,963 CHF | 3,750 CHF | 99.12% | 99.12% |
17/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,004 | 250,000 | 4,990 CHF | 3,750 CHF | 98.83% | 98.83% |
16/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,359 | 250,000 | 4,952 CHF | 3,750 CHF | 99.01% | 99.01% |
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,354 | 250,000 | 4,962 CHF | 3,750 CHF | 99.10% | 99.10% |