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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 989,486 | 250,000 | 3,958 CHF | 3,750 CHF | 99.07% | 99.07% |
22/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,301 | 250,000 | 3,981 CHF | 3,750 CHF | 97.86% | 97.86% |
21/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 976,463 | 250,000 | 3,906 CHF | 3,750 CHF | 99.39% | 99.39% |
17/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.04% | 99.04% |
16/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.23% | 99.23% |
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,330 | 250,000 | 4,962 CHF | 3,750 CHF | 99.39% | 99.39% |
14/05/2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,001 CHF | 3,750 CHF | 99.15% | 99.15% |
13/05/2024 | 108.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,001 | 250,000 | 4,463 CHF | 3,750 CHF | 99.39% | 99.39% |
10/05/2024 | 110.75% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 981,231 | 250,000 | 4,236 CHF | 3,750 CHF | 99.38% | 99.38% |
08/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.39% | 99.39% |