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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 98.89% | 98.89% |
13/05/2024 | 85.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,031 | 250,000 | 7,120 CHF | 4,290 CHF | 99.17% | 99.17% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,954 | 250,000 | 4,985 CHF | 3,750 CHF | 96.47% | 96.47% |
08/05/2024 | 99.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,062 CHF | 3,766 CHF | 99.17% | 99.17% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,108 | 250,000 | 9,941 CHF | 5,000 CHF | 98.89% | 98.89% |
06/05/2024 | 67.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,497 | 250,000 | 9,880 CHF | 4,986 CHF | 98.99% | 98.99% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,512 | 250,000 | 9,965 CHF | 5,000 CHF | 98.45% | 98.45% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,679 | 250,000 | 9,927 CHF | 5,000 CHF | 98.84% | 98.84% |
30/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,241 | 250,000 | 9,932 CHF | 5,000 CHF | 99.05% | 99.05% |
29/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 98.97% | 98.97% |