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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,600 | 2,999,600 | 44,994 CHF | 59,994 CHF | 98.92% | 99.63% |
26/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.15% | 99.15% |
25/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,810 | 2,999,810 | 44,997 CHF | 59,997 CHF | 100.00% | 100.00% |
23/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,590 | 2,999,590 | 44,994 CHF | 59,994 CHF | 100.00% | 100.00% |
22/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,390 | 2,999,390 | 44,991 CHF | 59,991 CHF | 100.00% | 100.00% |
19/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.57% | 99.57% |
18/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 100.00% | 100.00% |
17/04/2024 | 28.65% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,994,270 | 2,994,270 | 44,914 CHF | 59,914 CHF | 100.00% | 100.00% |
16/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,920 | 2,999,920 | 44,999 CHF | 59,999 CHF | 99.89% | 99.89% |
15/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.83% | 99.83% |