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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,004 | 250,000 | 9,940 CHF | 5,000 CHF | 99.25% | 99.25% |
15/05/2024 | 66.63% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,713 | 250,000 | 9,958 CHF | 5,003 CHF | 99.39% | 99.39% |
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,739 | 250,000 | 9,857 CHF | 5,000 CHF | 99.17% | 99.17% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,134 | 250,000 | 9,961 CHF | 5,000 CHF | 99.39% | 99.39% |
10/05/2024 | 62.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,598 | 250,000 | 11,250 CHF | 5,348 CHF | 99.38% | 99.38% |
08/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,401 | 250,000 | 14,901 CHF | 6,250 CHF | 99.39% | 99.39% |
07/05/2024 | 55.13% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,462 | 250,000 | 13,402 CHF | 5,865 CHF | 99.23% | 99.23% |
06/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 988,122 | 250,000 | 14,822 CHF | 6,250 CHF | 99.21% | 99.21% |
03/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,374 | 250,000 | 14,916 CHF | 6,250 CHF | 99.39% | 99.39% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,148 | 250,000 | 14,897 CHF | 6,250 CHF | 99.38% | 99.38% |