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 | 50.60% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,770,090 | 2,770,090 | 41,519 CHF | 69,301 CHF | 99.22% | 99.22% |
15/05/2024 | 40.64% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,636,440 | 2,636,440 | 52,696 CHF | 79,203 CHF | 100.00% | 100.00% |
14/05/2024 | 45.01% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,687,530 | 2,687,530 | 47,289 CHF | 74,222 CHF | 98.71% | 98.71% |
13/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,602,260 | 2,602,260 | 39,034 CHF | 65,119 CHF | 99.49% | 99.49% |
10/05/2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,559,400 | 2,559,400 | 51,188 CHF | 76,844 CHF | 100.00% | 100.00% |
08/05/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,665,090 | 2,665,090 | 53,302 CHF | 80,016 CHF | 99.12% | 99.12% |
07/05/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,711,730 | 2,711,730 | 54,235 CHF | 81,418 CHF | 99.76% | 99.76% |
06/05/2024 | 40.47% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,697,360 | 2,697,360 | 53,947 CHF | 80,983 CHF | 100.00% | 100.00% |
03/05/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,617,650 | 2,617,650 | 52,353 CHF | 78,592 CHF | 99.71% | 99.71% |
02/05/2024 | 34.44% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,302,580 | 2,302,580 | 56,065 CHF | 79,151 CHF | 100.00% | 100.00% |