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 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 99.85% | 99.85% |
07/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 96.17% | 96.17% |
06/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 3,000 CHF | 100.00% | 100.00% |
03/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 475,664 | 100,000 | 4,757 CHF | 3,000 CHF | 83.32% | 83.32% |
02/05/2024 | 98.31% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,000 CHF | 2,949 CHF | 99.11% | 99.11% |
30/04/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 305,607 | 100,000 | 3,056 CHF | 3,000 CHF | 100.00% | 100.00% |
29/04/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 303,825 | 100,000 | 3,038 CHF | 3,000 CHF | 100.00% | 100.00% |
26/04/2024 | 99.25% | 0.01 CHF | 0.03 CHF | 500,000 | 100,000 | 310,937 | 100,000 | 3,172 CHF | 3,000 CHF | 99.23% | 99.23% |
25/04/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 130,482 | 100,000 | 1,305 CHF | 3,000 CHF | 99.39% | 99.39% |
24/04/2024 | 96.70% | 0.01 CHF | 0.03 CHF | 100,000 | 100,000 | 325,582 | 100,000 | 3,531 CHF | 3,000 CHF | 100.00% | 100.00% |