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 | 78.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,281 CHF | 4,570 CHF | 99.24% | 99.24% |
15/05/2024 | 82.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 992,721 | 250,000 | 7,620 CHF | 4,418 CHF | 99.38% | 99.38% |
14/05/2024 | 54.08% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,776 CHF | 5,944 CHF | 99.17% | 99.17% |
13/05/2024 | 66.46% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 994,343 | 250,000 | 10,005 CHF | 5,015 CHF | 99.38% | 99.38% |
10/05/2024 | 52.75% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 983,224 | 250,000 | 13,923 CHF | 6,044 CHF | 99.39% | 99.39% |
08/05/2024 | 62.86% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,142 CHF | 5,285 CHF | 99.38% | 99.38% |
07/05/2024 | 50.81% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,345 | 250,000 | 14,657 CHF | 6,189 CHF | 99.23% | 99.23% |
06/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,842 | 250,000 | 14,908 CHF | 6,250 CHF | 99.22% | 99.22% |
03/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,263 | 250,000 | 14,884 CHF | 6,250 CHF | 99.40% | 99.40% |
02/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 978,710 | 250,000 | 14,681 CHF | 6,250 CHF | 99.39% | 99.39% |