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 | 100.00% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 1,250 CHF | 3,750 CHF | 99.23% | 99.23% |
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 250,000 | 250,000 | 603,894 | 250,000 | 3,019 CHF | 3,750 CHF | 99.38% | 99.38% |
14/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,725 | 250,000 | 4,929 CHF | 3,750 CHF | 99.17% | 99.17% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,162 | 250,000 | 4,981 CHF | 3,750 CHF | 99.38% | 99.38% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,465 | 250,000 | 4,952 CHF | 3,750 CHF | 99.39% | 99.39% |
08/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,385 | 250,000 | 4,967 CHF | 3,750 CHF | 99.39% | 99.39% |
07/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,500 | 250,000 | 4,978 CHF | 3,750 CHF | 99.24% | 99.24% |
06/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 988,124 | 250,000 | 988 CHF | 2,500 CHF | 99.21% | 99.21% |
03/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 994,445 | 250,000 | 994 CHF | 2,500 CHF | 99.38% | 99.38% |
02/05/2024 | 163.64% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 993,044 | 250,000 | 993 CHF | 2,500 CHF | 99.39% | 99.39% |