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 | 48.71% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,703 | 250,000 | 15,537 CHF | 6,412 CHF | 99.38% | 99.38% |
14/05/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,018 CHF | 7,504 CHF | 99.16% | 99.16% |
13/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,344 | 250,000 | 19,887 CHF | 7,500 CHF | 99.38% | 99.38% |
10/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 983,233 | 250,000 | 19,665 CHF | 7,500 CHF | 99.39% | 99.39% |
08/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.38% | 99.38% |
07/05/2024 | 39.94% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,378 | 250,000 | 19,909 CHF | 7,510 CHF | 99.24% | 99.24% |
06/05/2024 | 35.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,808 | 250,000 | 23,394 CHF | 8,387 CHF | 99.21% | 99.21% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,347 | 250,000 | 19,847 CHF | 7,500 CHF | 99.38% | 99.38% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 978,737 | 250,000 | 19,575 CHF | 7,500 CHF | 99.38% | 99.38% |
30/04/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.43% | 99.43% |