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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 40.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,991 CHF | 30,000 CHF | 99.30% | 99.30% |
15/05/2024 | 40.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 19,865 CHF | 30,000 CHF | 98.93% | 98.93% |
14/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 97.44% | 99.99% |
13/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 100.00% | 100.00% |
10/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 100.00% | 100.00% |
08/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 100.00% | 100.00% |
07/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 96.44% | 96.44% |
06/05/2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 30,000 CHF | 100.00% | 100.00% |
03/05/2024 | 71.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 21,419 CHF | 98.64% | 98.64% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 10,000 CHF | 20,000 CHF | 99.13% | 99.13% |