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 | 66.75% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,969,290 | 2,969,290 | 30,174 CHF | 59,955 CHF | 100.00% | 100.00% |
15/05/2024 | 67.55% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,957,210 | 2,957,210 | 29,572 CHF | 59,354 CHF | 100.00% | 100.00% |
14/05/2024 | 55.00% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,971,430 | 2,971,430 | 40,725 CHF | 70,505 CHF | 100.00% | 100.00% |
13/05/2024 | 52.45% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 42,846 CHF | 72,627 CHF | 100.00% | 100.00% |
10/05/2024 | 53.23% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,887,480 | 2,887,480 | 41,082 CHF | 70,019 CHF | 100.00% | 100.00% |
08/05/2024 | 62.60% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,970,570 | 2,970,570 | 33,709 CHF | 63,481 CHF | 95.77% | 95.77% |
07/05/2024 | 67.25% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,907,380 | 2,907,380 | 29,074 CHF | 58,215 CHF | 97.29% | 97.29% |
06/05/2024 | 67.09% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,978,560 | 2,978,560 | 29,786 CHF | 59,619 CHF | 98.41% | 98.41% |
03/05/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,927,290 | 2,927,290 | 29,273 CHF | 58,608 CHF | 99.98% | 99.98% |
02/05/2024 | 67.22% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,947,160 | 2,947,160 | 29,472 CHF | 59,006 CHF | 100.00% | 100.00% |