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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,000 CHF | 20,000 CHF | 100.00% | 100.00% |
08/05/2024 | 107.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 6,000 CHF | 20,000 CHF | 99.29% | 99.29% |
07/05/2024 | 112.91% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 999,276 | 999,276 | 5,592 CHF | 19,996 CHF | 99.92% | 99.92% |
06/05/2024 | 108.11% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 5,967 CHF | 20,000 CHF | 100.00% | 100.00% |
03/05/2024 | 86.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 7,980 CHF | 20,000 CHF | 99.43% | 99.43% |
02/05/2024 | 59.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,883 CHF | 21,883 CHF | 100.00% | 100.00% |
30/04/2024 | 60.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 11,798 CHF | 21,798 CHF | 99.16% | 99.16% |
29/04/2024 | 50.91% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 14,691 CHF | 24,691 CHF | 99.81% | 99.81% |
26/04/2024 | 50.69% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 14,884 CHF | 24,884 CHF | 99.34% | 99.34% |
25/04/2024 | 48.99% | 0.02 CHF | 0.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 15,576 CHF | 25,576 CHF | 99.25% | 99.25% |