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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.83% | 99.83% |
15/05/2024 | 95.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,691 CHF | 3,923 CHF | 100.00% | 100.00% |
14/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.79% | 99.79% |
13/05/2024 | 68.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,706 CHF | 4,926 CHF | 100.00% | 100.00% |
10/05/2024 | 66.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,152 | 250,000 | 9,924 CHF | 5,006 CHF | 100.00% | 100.00% |
08/05/2024 | 66.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,076 CHF | 5,019 CHF | 100.00% | 100.00% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.77% | 99.77% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.77% | 99.77% |
03/05/2024 | 66.65% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,006 CHF | 5,002 CHF | 100.00% | 100.00% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,304 | 250,000 | 9,913 CHF | 5,000 CHF | 100.00% | 100.00% |