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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 997,738 | 250,000 | 4,989 CHF | 3,750 CHF | 96.47% | 96.47% |
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 | 99.18% | 99.18% |
07/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,094 | 250,000 | 4,970 CHF | 3,750 CHF | 98.98% | 98.98% |
06/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,034 | 250,000 | 4,935 CHF | 3,750 CHF | 98.97% | 98.97% |
03/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,669 | 250,000 | 4,968 CHF | 3,750 CHF | 98.83% | 98.83% |
02/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,597 | 250,000 | 4,968 CHF | 3,750 CHF | 98.76% | 98.76% |
30/04/2024 | 99.50% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,126 | 250,000 | 5,012 CHF | 3,769 CHF | 99.08% | 99.08% |
29/04/2024 | 96.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,501 CHF | 3,875 CHF | 99.01% | 99.01% |
26/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,324 | 250,000 | 9,923 CHF | 5,000 CHF | 84.67% | 84.67% |
25/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 977,412 | 250,000 | 9,774 CHF | 5,000 CHF | 82.96% | 82.96% |