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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 42.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,511 CHF | 7,128 CHF | 99.76% | 99.76% |
15/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
14/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
13/05/2024 | 39.98% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,013 CHF | 7,503 CHF | 100.00% | 100.00% |
10/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 997,601 | 250,000 | 19,952 CHF | 7,500 CHF | 100.00% | 100.00% |
08/05/2024 | 36.83% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,375 CHF | 8,094 CHF | 100.00% | 100.00% |
07/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,447 | 250,000 | 19,849 CHF | 7,500 CHF | 99.73% | 99.73% |
06/05/2024 | 34.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,763 | 250,000 | 23,737 CHF | 8,467 CHF | 99.51% | 99.51% |
03/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,000 CHF | 8,750 CHF | 99.72% | 99.72% |
02/05/2024 | 33.28% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 997,737 | 250,000 | 25,000 CHF | 8,764 CHF | 100.00% | 100.00% |