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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,620 | 2,971,620 | 44,574 CHF | 74,354 CHF | 99.33% | 99.33% |
16/05/2024 | 50.56% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,969,780 | 2,969,780 | 44,547 CHF | 74,328 CHF | 100.00% | 100.00% |
15/05/2024 | 50.67% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,964,260 | 2,964,260 | 44,464 CHF | 74,246 CHF | 100.00% | 100.00% |
14/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,930 | 2,971,930 | 44,579 CHF | 74,372 CHF | 99.70% | 99.70% |
13/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,900 | 2,971,900 | 44,579 CHF | 74,360 CHF | 100.00% | 100.00% |
10/05/2024 | 50.52% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,930 | 2,971,930 | 44,579 CHF | 74,361 CHF | 100.00% | 100.00% |
08/05/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,610 | 2,971,610 | 44,574 CHF | 74,354 CHF | 99.12% | 99.12% |
07/05/2024 | 50.53% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,450 | 2,971,450 | 44,572 CHF | 74,353 CHF | 99.77% | 99.77% |
06/05/2024 | 50.81% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,957,600 | 2,957,600 | 44,364 CHF | 74,146 CHF | 100.00% | 100.00% |
03/05/2024 | 42.06% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,971,970 | 2,971,970 | 57,064 CHF | 86,846 CHF | 100.00% | 100.00% |