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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,719 | 250,000 | 4,964 CHF | 3,750 CHF | 99.38% | 99.38% |
14/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.17% | 99.17% |
13/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,286 | 250,000 | 4,971 CHF | 3,750 CHF | 99.39% | 99.39% |
10/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,218 | 250,000 | 4,916 CHF | 3,750 CHF | 99.39% | 99.39% |
08/05/2024 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.38% | 99.38% |
07/05/2024 | 92.24% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,380 | 250,000 | 6,131 CHF | 4,041 CHF | 99.24% | 99.24% |
06/05/2024 | 69.03% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,870 | 250,000 | 9,584 CHF | 4,911 CHF | 99.21% | 99.21% |
03/05/2024 | 97.57% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,325 | 250,000 | 5,326 CHF | 3,841 CHF | 99.39% | 99.39% |
02/05/2024 | 92.33% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,724 | 250,000 | 6,044 CHF | 4,038 CHF | 99.38% | 99.38% |
30/04/2024 | 94.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,806 CHF | 3,952 CHF | 99.43% | 99.43% |