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 | 2,997,190 | 2,997,190 | 74,930 CHF | 104,930 CHF | 100.00% | 100.00% |
15/05/2024 | 33.46% | 0.03 CHF | 0.04 CHF | 2,974,700 | 2,974,700 | 2,959,230 | 2,959,230 | 73,981 CHF | 103,651 CHF | 100.00% | 100.00% |
14/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,944,900 | 2,944,900 | 2,976,490 | 2,976,490 | 74,412 CHF | 104,177 CHF | 99.69% | 99.69% |
13/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,946,900 | 2,946,900 | 2,944,840 | 2,944,840 | 73,621 CHF | 103,070 CHF | 100.00% | 100.00% |
10/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,738,700 | 2,738,700 | 2,736,370 | 2,736,370 | 68,409 CHF | 95,773 CHF | 100.00% | 100.00% |
08/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,770,100 | 2,770,100 | 2,767,570 | 2,767,570 | 69,189 CHF | 96,865 CHF | 99.08% | 99.08% |
07/05/2024 | 33.10% | 0.03 CHF | 0.04 CHF | 2,618,800 | 2,618,800 | 2,620,440 | 2,620,440 | 66,171 CHF | 92,379 CHF | 99.69% | 99.69% |
06/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,456,100 | 2,456,100 | 2,456,560 | 2,456,560 | 73,697 CHF | 98,262 CHF | 100.00% | 100.00% |
03/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,312,600 | 2,312,600 | 2,314,420 | 2,314,420 | 69,433 CHF | 92,577 CHF | 100.00% | 100.00% |
02/05/2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2,475,400 | 2,475,400 | 2,462,670 | 2,462,670 | 73,880 CHF | 98,507 CHF | 100.00% | 100.00% |