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 | 62.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,372 CHF | 5,343 CHF | 100.00% | 100.00% |
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 | 99.76% | 99.76% |
13/05/2024 | 62.21% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,338 CHF | 5,335 CHF | 100.00% | 100.00% |
10/05/2024 | 59.20% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 12,240 CHF | 5,560 CHF | 100.00% | 100.00% |
08/05/2024 | 57.44% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,593 | 250,000 | 12,656 CHF | 5,692 CHF | 96.89% | 96.89% |
07/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.83% | 99.83% |
06/05/2024 | 41.30% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,349 CHF | 7,337 CHF | 99.77% | 99.77% |
03/05/2024 | 40.62% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,796 CHF | 7,449 CHF | 100.00% | 100.00% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 100.00% | 100.00% |
30/04/2024 | 51.58% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,527 CHF | 6,132 CHF | 100.00% | 100.00% |