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 | 33.38% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,984,890 | 2,984,890 | 74,622 CHF | 104,498 CHF | 100.00% | 100.00% |
15/05/2024 | 33.46% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,979,810 | 2,979,810 | 74,495 CHF | 104,372 CHF | 100.00% | 100.00% |
14/05/2024 | 29.78% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,560 | 2,987,560 | 85,814 CHF | 115,690 CHF | 99.69% | 99.69% |
13/05/2024 | 33.31% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,560 | 2,987,560 | 74,775 CHF | 104,651 CHF | 99.46% | 99.46% |
10/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,650 | 2,987,650 | 74,691 CHF | 104,568 CHF | 100.00% | 100.00% |
08/05/2024 | 33.34% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,190 | 2,987,190 | 74,680 CHF | 104,555 CHF | 99.08% | 99.08% |
07/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,500 | 2,987,500 | 74,688 CHF | 104,563 CHF | 99.53% | 99.53% |
06/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
03/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |
02/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 74,691 CHF | 104,567 CHF | 100.00% | 100.00% |