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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,780 | 250,000 | 9,928 CHF | 5,000 CHF | 99.15% | 99.15% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 98.91% | 98.91% |
13/05/2024 | 66.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,046 | 250,000 | 10,021 CHF | 5,020 CHF | 99.17% | 99.17% |
10/05/2024 | 63.76% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,294 | 250,000 | 10,825 CHF | 5,218 CHF | 96.47% | 96.47% |
08/05/2024 | 64.51% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,649 CHF | 5,162 CHF | 99.15% | 99.15% |
07/05/2024 | 52.77% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,073 | 250,000 | 14,108 CHF | 6,042 CHF | 98.89% | 98.89% |
06/05/2024 | 50.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,523 | 250,000 | 14,731 CHF | 6,207 CHF | 98.99% | 98.99% |
03/05/2024 | 51.96% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,655 | 250,000 | 14,361 CHF | 6,103 CHF | 98.44% | 98.44% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,905 | 250,000 | 14,894 CHF | 6,250 CHF | 98.81% | 98.81% |
30/04/2024 | 50.14% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,237 | 250,000 | 14,856 CHF | 6,239 CHF | 99.00% | 99.00% |