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 | 993,736 | 250,000 | 4,969 CHF | 3,750 CHF | 99.13% | 99.13% |
10/05/2024 | 72.73% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,967 | 250,000 | 9,049 CHF | 4,773 CHF | 96.48% | 96.48% |
08/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.13% | 99.13% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,503 | 250,000 | 9,935 CHF | 5,000 CHF | 98.89% | 98.89% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,038 | 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 | 992,602 | 250,000 | 9,926 CHF | 5,000 CHF | 98.83% | 98.83% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,129 | 250,000 | 9,921 CHF | 5,000 CHF | 98.84% | 98.84% |
30/04/2024 | 52.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,551 | 250,000 | 14,164 CHF | 6,061 CHF | 99.01% | 99.01% |
29/04/2024 | 64.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 998,230 | 250,000 | 10,537 CHF | 5,140 CHF | 99.05% | 99.05% |
26/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 990,398 | 250,000 | 14,856 CHF | 6,250 CHF | 84.69% | 84.69% |