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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,232 | 250,000 | 4,961 CHF | 3,750 CHF | 99.38% | 99.38% |
07/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,236 | 250,000 | 4,971 CHF | 3,750 CHF | 99.23% | 99.23% |
06/05/2024 | 90.83% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,590 | 250,000 | 6,322 CHF | 4,094 CHF | 99.21% | 99.21% |
03/05/2024 | 99.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,128 | 250,000 | 4,967 CHF | 3,750 CHF | 99.39% | 99.39% |
02/05/2024 | 74.15% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 985,048 | 250,000 | 8,731 CHF | 4,719 CHF | 99.38% | 99.38% |
30/04/2024 | 66.59% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,449 | 250,000 | 9,989 CHF | 5,016 CHF | 99.43% | 99.43% |
29/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,004 CHF | 7,501 CHF | 99.28% | 99.28% |
26/04/2024 | 41.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 989,369 | 250,000 | 18,831 CHF | 7,256 CHF | 97.24% | 97.24% |
25/04/2024 | 49.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 983,703 | 250,000 | 14,900 CHF | 6,298 CHF | 83.96% | 83.96% |
24/04/2024 | 48.12% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,805 | 250,000 | 15,876 CHF | 6,485 CHF | 99.39% | 99.39% |