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 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 987,021 | 250,000 | 987 CHF | 2,500 CHF | 100.00% | 100.00% |
08/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 100.00% | 100.00% |
07/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 2,500 CHF | 99.83% | 99.83% |
06/05/2024 | 151.42% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,766 CHF | 2,819 CHF | 99.77% | 99.77% |
03/05/2024 | 118.40% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 3,836 CHF | 3,682 CHF | 100.00% | 100.00% |
02/05/2024 | 114.30% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 988,838 | 250,000 | 4,048 CHF | 3,750 CHF | 100.00% | 100.00% |
30/04/2024 | 98.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,219 CHF | 3,805 CHF | 100.00% | 100.00% |
29/04/2024 | 76.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 999,631 | 250,000 | 8,522 CHF | 4,631 CHF | 95.10% | 95.10% |
26/04/2024 | 88.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 6,730 CHF | 4,183 CHF | 100.00% | 100.00% |
25/04/2024 | 70.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,237 | 250,000 | 9,293 CHF | 4,848 CHF | 84.47% | 84.47% |