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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,695 | 250,000 | 4,963 CHF | 3,750 CHF | 99.38% | 99.38% |
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 | 99.16% | 99.16% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,291 | 250,000 | 4,971 CHF | 3,750 CHF | 99.39% | 99.39% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,223 | 250,000 | 4,916 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 | 99.39% | 99.39% |
07/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,401 | 250,000 | 4,967 CHF | 3,750 CHF | 99.23% | 99.23% |
06/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,818 | 250,000 | 4,969 CHF | 3,750 CHF | 99.21% | 99.21% |
03/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,351 | 250,000 | 4,962 CHF | 3,750 CHF | 99.38% | 99.38% |
02/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,722 | 250,000 | 4,894 CHF | 3,750 CHF | 99.38% | 99.38% |
30/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.43% | 99.43% |