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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,455 | 250,000 | 9,925 CHF | 5,000 CHF | 99.26% | 99.26% |
15/05/2024 | 62.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,161 | 250,000 | 11,116 CHF | 5,296 CHF | 99.38% | 99.38% |
14/05/2024 | 61.21% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,637 CHF | 5,409 CHF | 99.15% | 99.15% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,763 | 250,000 | 9,948 CHF | 5,000 CHF | 99.38% | 99.38% |
10/05/2024 | 52.72% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 987,105 | 250,000 | 14,029 CHF | 6,046 CHF | 99.39% | 99.39% |
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 | 99.39% | 99.39% |
07/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,925 | 250,000 | 9,939 CHF | 5,000 CHF | 99.22% | 99.22% |
06/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,280 | 250,000 | 9,943 CHF | 5,000 CHF | 99.19% | 99.19% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,781 | 250,000 | 9,928 CHF | 5,000 CHF | 99.39% | 99.39% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 982,375 | 250,000 | 9,824 CHF | 5,000 CHF | 99.38% | 99.38% |