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 | 1,000,000 | 250,000 | 992,357 | 250,000 | 4,962 CHF | 3,750 CHF | 99.24% | 99.24% |
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,092 | 250,000 | 4,965 CHF | 3,750 CHF | 99.39% | 99.39% |
14/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.17% | 99.17% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,668 | 250,000 | 4,973 CHF | 3,750 CHF | 99.39% | 99.39% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 987,035 | 250,000 | 4,935 CHF | 3,750 CHF | 99.39% | 99.39% |
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 | 99.38% | 99.38% |
07/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,857 | 250,000 | 4,969 CHF | 3,750 CHF | 99.23% | 99.23% |
06/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,218 | 250,000 | 4,971 CHF | 3,750 CHF | 99.22% | 99.22% |
03/05/2024 | 79.25% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,775 | 250,000 | 8,041 CHF | 4,528 CHF | 99.39% | 99.39% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,260 | 250,000 | 9,823 CHF | 5,000 CHF | 99.38% | 99.38% |