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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 98.22% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 975,486 | 250,000 | 5,144 CHF | 3,817 CHF | 99.06% | 99.06% |
16/05/2024 | 68.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,064 | 250,000 | 9,693 CHF | 4,938 CHF | 99.25% | 99.25% |
15/05/2024 | 74.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,640 | 250,000 | 8,826 CHF | 4,720 CHF | 99.39% | 99.39% |
14/05/2024 | 63.70% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,671 | 250,000 | 10,747 CHF | 5,222 CHF | 99.17% | 99.17% |
13/05/2024 | 98.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,150 | 250,000 | 5,145 CHF | 3,791 CHF | 99.38% | 99.38% |
10/05/2024 | 97.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,555 | 250,000 | 5,311 CHF | 3,842 CHF | 99.37% | 99.37% |
08/05/2024 | 68.66% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,399 | 250,000 | 9,874 CHF | 4,985 CHF | 99.39% | 99.39% |
07/05/2024 | 28.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 995,540 | 250,000 | 29,861 CHF | 9,999 CHF | 99.24% | 99.24% |
06/05/2024 | 29.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 988,094 | 250,000 | 28,367 CHF | 9,682 CHF | 99.21% | 99.21% |
03/05/2024 | 32.00% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,392 | 250,000 | 26,264 CHF | 9,101 CHF | 99.31% | 99.31% |