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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 5,000 CHF | 14,550 CHF | 0.04% | 98.94% |
14/05/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 4,000 CHF | 13,580 CHF | 0.01% | 99.51% |
13/05/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 4,000 CHF | 13,580 CHF | 0.03% | 99.56% |
10/05/2024 | 111.11% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 4,000 CHF | 13,580 CHF | 0.05% | 99.51% |
08/05/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 2,000 CHF | 11,640 CHF | 0.07% | 99.51% |
07/05/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 2,000 CHF | 11,640 CHF | 0.03% | 99.48% |
06/05/2024 | - | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.51% |
03/05/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 2,000 CHF | 11,640 CHF | 0.05% | 99.50% |
02/05/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 2,000 CHF | 11,640 CHF | 0.05% | 99.52% |
30/04/2024 | 142.86% | 0.00 CHF | 0.01 CHF | 1,000,000 | 970,000 | 1,000,000 | 970,000 | 2,000 CHF | 11,640 CHF | 0.02% | 99.56% |