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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 98.88% | 98.88% |
13/05/2024 | 66.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,284 | 250,000 | 10,047 CHF | 5,026 CHF | 99.14% | 99.14% |
10/05/2024 | 62.67% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,251 | 250,000 | 11,152 CHF | 5,300 CHF | 96.48% | 96.48% |
08/05/2024 | 55.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,361 CHF | 5,840 CHF | 99.11% | 99.11% |
07/05/2024 | 51.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,412 | 250,000 | 14,604 CHF | 6,167 CHF | 98.98% | 98.98% |
06/05/2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,587 | 250,000 | 14,887 CHF | 6,246 CHF | 98.97% | 98.97% |
03/05/2024 | 50.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 995,477 | 250,000 | 14,918 CHF | 6,246 CHF | 98.64% | 98.64% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,677 | 250,000 | 14,890 CHF | 6,250 CHF | 98.84% | 98.84% |
30/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,236 | 250,000 | 14,899 CHF | 6,250 CHF | 98.98% | 98.98% |
29/04/2024 | 49.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,324 CHF | 6,331 CHF | 98.97% | 98.97% |