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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 940,964 | 250,000 | 3,764 CHF | 3,750 CHF | 76.14% | 76.14% |
10/05/2024 | 129.26% | 0.00 CHF | 0.02 CHF | 250,000 | 250,000 | 855,907 | 250,000 | 2,664 CHF | 3,398 CHF | 51.07% | 51.07% |
08/05/2024 | 124.19% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,944 | 250,000 | 3,446 CHF | 3,509 CHF | 90.50% | 90.50% |
07/05/2024 | 103.17% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,799 CHF | 3,750 CHF | 100.00% | 100.00% |
06/05/2024 | 97.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,104 | 250,000 | 5,346 CHF | 3,843 CHF | 100.00% | 100.00% |
03/05/2024 | 68.48% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 955,336 | 250,000 | 9,297 CHF | 4,932 CHF | 95.85% | 95.85% |
02/05/2024 | 66.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,156 CHF | 5,039 CHF | 100.00% | 100.00% |
30/04/2024 | 66.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,102 CHF | 5,026 CHF | 100.00% | 100.00% |
29/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
26/04/2024 | 53.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,973 CHF | 5,993 CHF | 99.86% | 99.86% |