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 | 67.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,968 CHF | 4,992 CHF | 99.83% | 99.83% |
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 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 | 84.56% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,316 CHF | 4,329 CHF | 100.00% | 100.00% |
10/05/2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 980,433 | 250,000 | 9,814 CHF | 5,003 CHF | 100.00% | 100.00% |
08/05/2024 | 66.41% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,079 CHF | 5,020 CHF | 100.00% | 100.00% |
07/05/2024 | 72.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,079 CHF | 4,770 CHF | 99.54% | 99.54% |
06/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.77% | 99.77% |
03/05/2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,001 CHF | 3,750 CHF | 100.00% | 100.00% |
02/05/2024 | 99.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,791 | 250,000 | 4,991 CHF | 3,770 CHF | 100.00% | 100.00% |