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 | 159.90% | 0.00 CHF | 0.01 CHF | 1,000,000 | 250,000 | 992,453 | 250,000 | 1,223 CHF | 2,598 CHF | 84.96% | 84.96% |
07/05/2024 | 115.55% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,840 | 250,000 | 3,986 CHF | 3,750 CHF | 99.22% | 99.22% |
06/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,338 | 250,000 | 3,973 CHF | 3,750 CHF | 99.21% | 99.21% |
03/05/2024 | 115.79% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,000 CHF | 3,750 CHF | 99.38% | 99.38% |
02/05/2024 | 115.29% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 976,712 | 250,000 | 3,923 CHF | 3,750 CHF | 99.38% | 99.38% |
30/04/2024 | 103.04% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 4,808 CHF | 3,750 CHF | 99.42% | 99.42% |
29/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,440 | 250,000 | 4,962 CHF | 3,750 CHF | 99.28% | 99.28% |
26/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,420 | 250,000 | 4,972 CHF | 3,750 CHF | 97.22% | 97.22% |
25/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 990,639 | 250,000 | 4,953 CHF | 3,750 CHF | 83.98% | 83.98% |
24/04/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,645 | 250,000 | 4,973 CHF | 3,750 CHF | 99.39% | 99.39% |