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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 16.22% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 85,516 CHF | 100,515 CHF | 100.00% | 100.00% |
30/04/2024 | 15.40% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,998,570 | 2,997,040 | 89,957 CHF | 104,904 CHF | 100.00% | 100.00% |
29/04/2024 | 13.34% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,520 | 2,999,520 | 104,983 CHF | 119,983 CHF | 100.00% | 100.00% |
26/04/2024 | 12.21% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 115,770 CHF | 130,770 CHF | 99.54% | 99.54% |
25/04/2024 | 13.29% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,870 | 2,999,870 | 105,381 CHF | 120,381 CHF | 99.91% | 99.91% |
24/04/2024 | 13.34% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,998,910 | 2,998,910 | 104,962 CHF | 119,962 CHF | 100.00% | 100.00% |
23/04/2024 | 13.95% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,740 | 2,999,740 | 100,470 CHF | 115,470 CHF | 100.00% | 100.00% |
22/04/2024 | 12.18% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,999,140 | 2,999,140 | 116,087 CHF | 131,087 CHF | 100.00% | 100.00% |
19/04/2024 | 10.49% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 135,533 CHF | 150,533 CHF | 100.00% | 100.00% |
18/04/2024 | 10.45% | 0.05 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 136,130 CHF | 151,130 CHF | 100.00% | 100.00% |