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 | 14.74% | 0.06 CHF | 0.07 CHF | 1,537,200 | 1,537,200 | 691,203 | 691,203 | 43,585 CHF | 50,524 CHF | 100.00% | 100.00% |
15/05/2024 | 17.25% | 0.07 CHF | 0.08 CHF | 1,933,500 | 1,933,500 | 839,906 | 839,906 | 48,867 CHF | 57,300 CHF | 100.00% | 100.00% |
14/05/2024 | 18.01% | 0.05 CHF | 0.06 CHF | 1,916,800 | 1,916,800 | 855,425 | 855,425 | 44,537 CHF | 53,107 CHF | 99.67% | 99.67% |
13/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 1,917,100 | 1,917,100 | 858,119 | 858,119 | 42,870 CHF | 51,467 CHF | 100.00% | 100.00% |
10/05/2024 | 18.50% | 0.05 CHF | 0.06 CHF | 1,921,000 | 1,921,000 | 860,270 | 860,270 | 42,905 CHF | 51,524 CHF | 99.88% | 99.88% |
08/05/2024 | 17.74% | 0.05 CHF | 0.06 CHF | 1,858,700 | 1,858,700 | 614,983 | 614,983 | 31,665 CHF | 37,823 CHF | 97.39% | 97.39% |
07/05/2024 | 21.12% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 1,345,960 | 1,345,960 | 66,412 CHF | 79,900 CHF | 58.20% | 97.08% |
06/05/2024 | - | 0.03 CHF | - CHF | 2,627,500 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
03/05/2024 | 23.54% | 0.04 CHF | 0.05 CHF | 2,447,800 | 2,447,800 | 998,505 | 998,505 | 37,216 CHF | 47,222 CHF | 100.00% | 100.00% |
02/05/2024 | 20.48% | 0.04 CHF | 0.05 CHF | 2,032,000 | 2,032,000 | 921,239 | 921,239 | 40,810 CHF | 50,039 CHF | 100.00% | 100.00% |