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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,670 | 250,000 | 9,927 CHF | 5,000 CHF | 99.39% | 99.39% |
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 | 99.17% | 99.17% |
13/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,343 | 250,000 | 9,943 CHF | 5,000 CHF | 99.38% | 99.38% |
10/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,231 | 250,000 | 9,832 CHF | 5,000 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 | 65.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 993,430 | 250,000 | 10,230 CHF | 5,074 CHF | 99.23% | 99.23% |
06/05/2024 | 51.61% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,821 | 250,000 | 14,425 CHF | 6,129 CHF | 99.21% | 99.21% |
03/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,348 | 250,000 | 9,923 CHF | 5,000 CHF | 99.38% | 99.38% |
02/05/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 978,686 | 250,000 | 9,787 CHF | 5,000 CHF | 99.39% | 99.39% |
30/04/2024 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,000 CHF | 5,000 CHF | 99.43% | 99.43% |