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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2024 | 28.66% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,994,150 | 2,994,150 | 89,825 CHF | 119,824 CHF | 100.00% | 100.00% |
16/04/2024 | 26.84% | 0.03 CHF | 0.04 CHF | 2,665,200 | 2,665,200 | 2,663,820 | 2,663,820 | 86,359 CHF | 112,997 CHF | 99.68% | 99.68% |
15/04/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2,591,700 | 2,591,700 | 2,591,910 | 2,591,910 | 90,717 CHF | 116,636 CHF | 99.84% | 99.84% |
12/04/2024 | 24.43% | 0.04 CHF | 0.05 CHF | 2,501,900 | 2,501,900 | 2,501,900 | 2,501,900 | 90,121 CHF | 115,140 CHF | 100.00% | 100.00% |
11/04/2024 | 22.71% | 0.04 CHF | 0.05 CHF | 2,632,600 | 2,632,600 | 2,632,600 | 2,632,600 | 103,007 CHF | 129,333 CHF | 98.42% | 98.42% |
10/04/2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2,845,000 | 2,845,000 | 2,917,920 | 2,917,920 | 102,127 CHF | 131,306 CHF | 97.88% | 97.88% |
09/04/2024 | 25.95% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 101,005 CHF | 131,005 CHF | 100.00% | 100.00% |
08/04/2024 | 28.91% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 88,942 CHF | 118,942 CHF | 99.66% | 99.66% |
05/04/2024 | 26.53% | 0.03 CHF | 0.04 CHF | 2,598,800 | 2,598,800 | 2,598,800 | 2,598,800 | 85,384 CHF | 111,372 CHF | 100.00% | 100.00% |
04/04/2024 | 22.72% | 0.04 CHF | 0.05 CHF | 2,403,600 | 2,403,600 | 2,402,250 | 2,402,250 | 94,037 CHF | 118,073 CHF | 98.63% | 98.63% |