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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 23.86% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,200 | 2,999,200 | 56,132 CHF | 71,132 CHF | 99.99% | 99.99% |
29/04/2024 | 27.16% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,999,660 | 2,999,660 | 48,337 CHF | 63,337 CHF | 100.00% | 100.00% |
26/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.54% | 99.54% |
25/04/2024 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.91% | 99.91% |
24/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,280 | 2,999,280 | 44,989 CHF | 59,989 CHF | 100.00% | 100.00% |
23/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,700 | 2,999,700 | 44,996 CHF | 59,996 CHF | 100.00% | 100.00% |
22/04/2024 | 28.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,999,100 | 2,999,100 | 44,986 CHF | 59,986 CHF | 100.00% | 100.00% |
19/04/2024 | 25.56% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,880,990 | 2,880,990 | 49,994 CHF | 64,399 CHF | 100.00% | 100.00% |
18/04/2024 | 22.22% | 0.02 CHF | 0.03 CHF | 2,843,400 | 2,843,400 | 2,710,860 | 2,710,860 | 54,217 CHF | 67,771 CHF | 100.00% | 100.00% |
17/04/2024 | 22.15% | 0.02 CHF | 0.03 CHF | 2,671,100 | 2,671,100 | 2,425,180 | 2,425,180 | 48,887 CHF | 61,032 CHF | 100.00% | 100.00% |