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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,665 | 250,000 | 9,917 CHF | 5,000 CHF | 92.25% | 92.25% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 100.00% | 100.00% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.80% | 99.80% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 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 | 100.00% | 100.00% |
06/05/2024 | 53.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,064 | 250,000 | 13,785 CHF | 5,957 CHF | 100.00% | 100.00% |
03/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 955,315 | 250,000 | 14,330 CHF | 6,250 CHF | 95.85% | 95.85% |
02/05/2024 | 48.70% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,651 CHF | 6,413 CHF | 100.00% | 100.00% |
30/04/2024 | 49.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,202 CHF | 6,301 CHF | 100.00% | 100.00% |
29/04/2024 | 47.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 16,385 CHF | 6,596 CHF | 100.00% | 100.00% |