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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 95.38% | 99.16% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 98.42% | 99.17% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 97.92% | 97.92% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.17% | 99.17% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.16% | 99.16% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 99.14% | 99.14% |
30/04/2024 | 32.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 26,619 CHF | 21,971 CHF | 99.17% | 99.17% |
29/04/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 30,000 CHF | 24,000 CHF | 99.17% | 99.17% |
26/04/2024 | 28.67% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 29,914 CHF | 23,949 CHF | 99.16% | 99.16% |
25/04/2024 | 27.46% | 0.03 CHF | 0.04 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 31,756 CHF | 25,054 CHF | 97.44% | 97.44% |