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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,874 | 250,000 | 9,929 CHF | 5,000 CHF | 99.14% | 99.14% |
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 | 98.91% | 98.91% |
13/05/2024 | 61.81% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,962 | 250,000 | 11,394 CHF | 5,364 CHF | 99.18% | 99.18% |
10/05/2024 | 56.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,048 | 250,000 | 13,093 CHF | 5,784 CHF | 96.48% | 96.48% |
08/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.13% | 99.13% |
07/05/2024 | 50.28% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,161 | 250,000 | 14,844 CHF | 6,229 CHF | 98.89% | 98.89% |
06/05/2024 | 48.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,633 | 250,000 | 15,733 CHF | 6,457 CHF | 98.97% | 98.97% |
03/05/2024 | 48.44% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,510 | 250,000 | 15,730 CHF | 6,446 CHF | 98.40% | 98.40% |
02/05/2024 | 40.29% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,693 | 250,000 | 19,709 CHF | 7,464 CHF | 98.84% | 98.84% |
30/04/2024 | 49.36% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,199 | 250,000 | 15,216 CHF | 6,330 CHF | 99.09% | 99.09% |