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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,702 | 250,000 | 4,969 CHF | 3,750 CHF | 99.13% | 99.13% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,918 | 250,000 | 4,970 CHF | 3,750 CHF | 96.48% | 96.48% |
08/05/2024 | 85.71% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,143 CHF | 4,286 CHF | 99.18% | 99.18% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,344 | 250,000 | 9,933 CHF | 5,000 CHF | 98.91% | 98.91% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,033 | 250,000 | 9,930 CHF | 5,000 CHF | 98.97% | 98.97% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.17% | 99.17% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,130 | 250,000 | 9,921 CHF | 5,000 CHF | 98.84% | 98.84% |
30/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.07% | 99.07% |
29/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 998,231 | 250,000 | 9,982 CHF | 5,000 CHF | 99.05% | 99.05% |
26/04/2024 | 52.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,677 | 250,000 | 14,015 CHF | 6,039 CHF | 84.66% | 84.66% |