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 | 67.28% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,955,220 | 2,955,220 | 29,552 CHF | 59,195 CHF | 100.00% | 100.00% |
15/05/2024 | 67.39% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,946,470 | 2,946,470 | 29,465 CHF | 59,067 CHF | 99.99% | 99.99% |
14/05/2024 | 67.23% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,530 | 2,971,530 | 29,715 CHF | 59,497 CHF | 100.00% | 100.00% |
13/05/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,910 | 2,971,910 | 29,719 CHF | 59,501 CHF | 100.00% | 100.00% |
10/05/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,899,380 | 2,899,380 | 28,994 CHF | 58,050 CHF | 100.00% | 100.00% |
08/05/2024 | 67.20% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,902,030 | 2,902,030 | 29,024 CHF | 58,108 CHF | 98.99% | 98.99% |
07/05/2024 | 51.21% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,970,910 | 2,970,910 | 43,957 CHF | 73,733 CHF | 97.81% | 97.81% |
06/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,960 | 2,971,960 | 44,579 CHF | 74,361 CHF | 100.00% | 100.00% |
03/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,920,840 | 2,920,840 | 43,813 CHF | 73,083 CHF | 100.00% | 100.00% |
02/05/2024 | 42.67% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,840 | 2,971,840 | 56,148 CHF | 85,929 CHF | 100.00% | 100.00% |