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 | 31.67% | 0.03 CHF | 0.04 CHF | 2,179,900 | 2,179,900 | 2,169,910 | 2,169,910 | 58,119 CHF | 79,838 CHF | 100.00% | 100.00% |
15/05/2024 | 28.69% | 0.03 CHF | 0.04 CHF | 2,096,100 | 2,096,100 | 2,082,180 | 2,082,180 | 62,447 CHF | 83,321 CHF | 100.00% | 100.00% |
14/05/2024 | 28.93% | 0.03 CHF | 0.04 CHF | 2,467,600 | 2,467,600 | 2,460,200 | 2,460,200 | 72,855 CHF | 97,458 CHF | 99.98% | 99.98% |
13/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,787,800 | 2,787,800 | 2,777,280 | 2,777,280 | 69,432 CHF | 97,205 CHF | 100.00% | 100.00% |
10/05/2024 | 35.28% | 0.02 CHF | 0.03 CHF | 2,773,300 | 2,773,300 | 2,746,260 | 2,746,260 | 64,618 CHF | 92,080 CHF | 100.00% | 100.00% |
08/05/2024 | 39.32% | 0.03 CHF | 0.04 CHF | 2,659,100 | 2,659,100 | 2,647,730 | 2,647,730 | 54,320 CHF | 80,801 CHF | 99.06% | 99.06% |
07/05/2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2,765,800 | 2,765,800 | 2,758,980 | 2,758,980 | 68,974 CHF | 96,565 CHF | 97.66% | 97.66% |
06/05/2024 | 36.09% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,987,560 | 2,987,560 | 68,493 CHF | 98,369 CHF | 100.00% | 100.00% |
03/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,640 | 2,987,640 | 59,753 CHF | 89,629 CHF | 100.00% | 100.00% |
02/05/2024 | 40.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,620 | 2,987,620 | 59,752 CHF | 89,629 CHF | 100.00% | 100.00% |