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 | 44.92% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,542 CHF | 6,885 CHF | 100.00% | 100.00% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,567 | 250,000 | 19,851 CHF | 7,500 CHF | 99.73% | 99.73% |
06/05/2024 | 41.39% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,888 | 250,000 | 19,202 CHF | 7,326 CHF | 99.52% | 99.52% |
03/05/2024 | 41.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 983,014 | 250,000 | 18,977 CHF | 7,329 CHF | 99.70% | 99.70% |
02/05/2024 | 44.87% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 998,446 | 250,000 | 17,536 CHF | 6,892 CHF | 100.00% | 100.00% |
30/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
29/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.82% | 99.82% |
26/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
25/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,220 | 250,000 | 14,898 CHF | 6,250 CHF | 84.32% | 84.32% |
24/04/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |