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 | 28.61% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,997,300 | 2,997,300 | 89,919 CHF | 119,919 CHF | 100.00% | 100.00% |
15/05/2024 | 30.48% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,992,140 | 2,992,140 | 84,113 CHF | 114,113 CHF | 100.00% | 100.00% |
14/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 90,000 CHF | 120,000 CHF | 98.53% | 98.53% |
13/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 90,000 CHF | 120,000 CHF | 100.00% | 100.00% |
10/05/2024 | 29.30% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 87,720 CHF | 117,720 CHF | 100.00% | 100.00% |
08/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 105,000 CHF | 99.24% | 99.24% |
07/05/2024 | 39.16% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,980 | 2,999,980 | 61,899 CHF | 91,899 CHF | 95.30% | 95.30% |
06/05/2024 | 34.51% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 72,362 CHF | 102,361 CHF | 100.00% | 100.00% |
03/05/2024 | 33.77% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 74,013 CHF | 104,013 CHF | 100.00% | 100.00% |
02/05/2024 | 37.06% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 66,623 CHF | 96,623 CHF | 100.00% | 100.00% |