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 | 33.26% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,409,490 | 2,409,490 | 61,928 CHF | 86,104 CHF | 99.22% | 99.22% |
15/05/2024 | 38.54% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,456,100 | 2,456,100 | 53,466 CHF | 78,165 CHF | 100.00% | 100.00% |
14/05/2024 | 33.29% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,737,760 | 1,737,760 | 43,510 CHF | 60,920 CHF | 98.71% | 98.71% |
13/05/2024 | 32.78% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,395,560 | 2,395,560 | 63,021 CHF | 87,039 CHF | 99.49% | 99.49% |
10/05/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,416,750 | 2,416,750 | 60,419 CHF | 84,649 CHF | 100.00% | 100.00% |
08/05/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,517,020 | 2,517,020 | 50,343 CHF | 75,577 CHF | 99.12% | 99.12% |
07/05/2024 | 34.09% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,298,440 | 2,298,440 | 56,749 CHF | 79,796 CHF | 99.76% | 99.76% |
06/05/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,310,910 | 2,310,910 | 57,773 CHF | 80,942 CHF | 100.00% | 100.00% |
03/05/2024 | 33.77% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,372,220 | 2,372,220 | 59,306 CHF | 83,090 CHF | 99.71% | 99.71% |
02/05/2024 | 39.83% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,667,890 | 2,667,890 | 54,807 CHF | 81,549 CHF | 100.00% | 100.00% |