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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,857,070 | 2,857,070 | 99,998 CHF | 128,633 CHF | 100.00% | 100.00% |
13/05/2024 | 25.71% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,890,650 | 2,890,650 | 100,033 CHF | 129,002 CHF | 100.00% | 100.00% |
10/05/2024 | 28.74% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,954,700 | 2,954,700 | 89,607 CHF | 119,217 CHF | 100.00% | 100.00% |
08/05/2024 | 27.15% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,927,580 | 2,927,580 | 95,176 CHF | 124,516 CHF | 98.97% | 98.97% |
07/05/2024 | 27.92% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,941,010 | 2,941,010 | 92,646 CHF | 122,122 CHF | 97.82% | 97.82% |
06/05/2024 | 25.36% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,858,080 | 2,858,080 | 100,033 CHF | 128,676 CHF | 100.00% | 100.00% |
03/05/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,782,830 | 2,782,830 | 97,326 CHF | 125,214 CHF | 99.97% | 99.97% |
02/05/2024 | 22.77% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,601,990 | 2,601,990 | 102,921 CHF | 129,003 CHF | 99.98% | 99.98% |
30/04/2024 | 22.98% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,638,120 | 2,638,120 | 103,682 CHF | 130,139 CHF | 100.00% | 100.00% |
29/04/2024 | 23.29% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,512,120 | 2,512,120 | 97,484 CHF | 122,668 CHF | 99.56% | 99.56% |