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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 600,000 | 1,000,000 | 600,000 | 10,000 CHF | 12,000 CHF | 98.53% | 98.53% |
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 | 99.16% | 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 | 99.17% | 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 | 99.17% | 99.17% |
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 | 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% |
29/04/2024 | 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% |
26/04/2024 | 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% |