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 | 20.34% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,532,810 | 2,532,810 | 113,977 CHF | 139,389 CHF | 100.00% | 100.00% |
15/05/2024 | 20.02% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,435,660 | 2,435,660 | 111,816 CHF | 136,298 CHF | 100.00% | 100.00% |
14/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,384,450 | 2,384,450 | 119,222 CHF | 143,124 CHF | 100.00% | 100.00% |
13/05/2024 | 19.90% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,345,210 | 2,345,210 | 108,888 CHF | 132,393 CHF | 100.00% | 100.00% |
10/05/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,359,520 | 2,359,520 | 117,976 CHF | 141,625 CHF | 100.00% | 100.00% |
08/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,294,260 | 2,294,260 | 114,713 CHF | 137,710 CHF | 99.14% | 99.14% |
07/05/2024 | 18.49% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,384,540 | 2,384,540 | 119,227 CHF | 143,141 CHF | 100.00% | 100.00% |
06/05/2024 | 18.47% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,245,470 | 2,245,470 | 112,274 CHF | 134,778 CHF | 100.00% | 100.00% |
03/05/2024 | 16.99% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,122,950 | 2,122,950 | 116,228 CHF | 137,503 CHF | 99.99% | 99.99% |
02/05/2024 | 16.47% | 0.06 CHF | 0.07 CHF | 3,000,000 | 3,000,000 | 2,065,470 | 2,065,470 | 118,140 CHF | 138,839 CHF | 100.00% | 100.00% |