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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
15/05/2024 | 29.25% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 44,113 CHF | 9,852 CHF | 99.12% | 99.12% |
14/05/2024 | 30.81% | 0.03 CHF | 0.04 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 42,060 CHF | 9,510 CHF | 99.27% | 99.27% |
13/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 98.75% | 98.75% |
10/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 30,000 CHF | 7,500 CHF | 99.27% | 99.27% |
08/05/2024 | 61.81% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 17,730 CHF | 5,455 CHF | 99.27% | 99.27% |
07/05/2024 | 61.12% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 18,119 CHF | 5,520 CHF | 99.27% | 99.27% |
06/05/2024 | 66.66% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,003 CHF | 5,000 CHF | 99.27% | 99.27% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.11% | 99.11% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,500,000 | 250,000 | 1,500,000 | 250,000 | 15,000 CHF | 5,000 CHF | 99.24% | 99.24% |