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 | 100.01% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,670 | 2,999,670 | 14,998 CHF | 44,998 CHF | 96.24% | 96.24% |
06/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 98.36% | 98.36% |
03/05/2024 | 85.96% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 21,317 CHF | 51,317 CHF | 100.00% | 100.00% |
02/05/2024 | 89.01% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 19,944 CHF | 49,944 CHF | 99.99% | 99.99% |
30/04/2024 | 100.03% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,998,870 | 2,998,870 | 14,994 CHF | 44,994 CHF | 100.00% | 100.00% |
29/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 15,000 CHF | 45,000 CHF | 99.99% | 99.99% |
26/04/2024 | 72.93% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 27,182 CHF | 57,182 CHF | 98.65% | 98.65% |
25/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 30,000 CHF | 60,000 CHF | 100.00% | 100.00% |
24/04/2024 | 72.14% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,610 | 2,999,610 | 27,539 CHF | 57,539 CHF | 99.76% | 99.76% |
23/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,750 | 2,999,750 | 29,998 CHF | 59,998 CHF | 100.00% | 100.00% |