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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 99.29% | 99.29% |
07/05/2024 | 163.66% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 999,231 | 999,231 | 1,998 CHF | 19,999 CHF | 67.08% | 99.92% |
06/05/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 90.94% | 100.00% |
03/05/2024 | 163.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,000 CHF | 20,000 CHF | 99.43% | 99.43% |
02/05/2024 | 157.45% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,409 CHF | 20,000 CHF | 100.00% | 100.00% |
30/04/2024 | 148.49% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,000 CHF | 20,000 CHF | 99.16% | 99.16% |
29/04/2024 | 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 | 99.81% | 99.81% |
26/04/2024 | 132.17% | 0.01 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,091 CHF | 20,000 CHF | 99.35% | 99.35% |
25/04/2024 | 130.64% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 4,210 CHF | 20,000 CHF | 99.25% | 99.25% |
24/04/2024 | 133.33% | 0.00 CHF | 0.02 CHF | 1,000,000 | 1,000,000 | 999,990 | 999,990 | 4,000 CHF | 20,000 CHF | 99.60% | 99.60% |