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 | 40.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,969,100 | 2,969,100 | 59,382 CHF | 89,163 CHF | 100.00% | 100.00% |
15/05/2024 | 40.74% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,957,210 | 2,957,210 | 59,144 CHF | 88,926 CHF | 100.00% | 100.00% |
14/05/2024 | 40.48% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,760 | 2,971,760 | 59,435 CHF | 89,216 CHF | 99.98% | 99.98% |
13/05/2024 | 48.44% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,880 | 2,971,880 | 47,692 CHF | 77,473 CHF | 100.00% | 100.00% |
10/05/2024 | 41.59% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,887,460 | 2,887,460 | 56,072 CHF | 85,009 CHF | 100.00% | 100.00% |
08/05/2024 | 40.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,970,620 | 2,970,620 | 59,368 CHF | 89,140 CHF | 95.77% | 95.77% |
07/05/2024 | 35.82% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,907,400 | 2,907,400 | 68,100 CHF | 97,241 CHF | 97.29% | 97.29% |
06/05/2024 | 33.66% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,978,560 | 2,978,560 | 74,464 CHF | 104,297 CHF | 98.41% | 98.41% |
03/05/2024 | 38.55% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,927,330 | 2,927,330 | 62,621 CHF | 91,956 CHF | 99.98% | 99.98% |
02/05/2024 | 34.95% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,947,140 | 2,947,140 | 71,010 CHF | 100,543 CHF | 100.00% | 100.00% |