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 | 32.90% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,451 CHF | 8,863 CHF | 100.00% | 100.00% |
14/05/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,995 CHF | 8,749 CHF | 99.76% | 99.76% |
13/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,003 CHF | 8,751 CHF | 100.00% | 100.00% |
10/05/2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,322 CHF | 8,831 CHF | 100.00% | 100.00% |
08/05/2024 | 33.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 992,603 | 250,000 | 24,830 CHF | 8,754 CHF | 96.89% | 96.89% |
07/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 99.83% | 99.83% |
06/05/2024 | 25.94% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,677 CHF | 10,919 CHF | 99.76% | 99.76% |
03/05/2024 | 27.60% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,367 CHF | 10,342 CHF | 100.00% | 100.00% |
02/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 100.00% | 100.00% |
30/04/2024 | 33.63% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 24,774 CHF | 8,694 CHF | 100.00% | 100.00% |