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 | 33.81% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,211,330 | 2,211,330 | 55,283 CHF | 77,471 CHF | 100.00% | 100.00% |
15/05/2024 | 29.08% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,021,540 | 2,021,540 | 60,646 CHF | 80,956 CHF | 100.00% | 100.00% |
14/05/2024 | 26.82% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,945,340 | 1,945,340 | 64,180 CHF | 83,677 CHF | 100.00% | 100.00% |
13/05/2024 | 28.22% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,930,270 | 1,930,270 | 61,033 CHF | 80,375 CHF | 100.00% | 100.00% |
10/05/2024 | 26.75% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,911,020 | 1,911,020 | 63,319 CHF | 82,468 CHF | 100.00% | 100.00% |
08/05/2024 | 25.37% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,822,960 | 1,822,960 | 63,804 CHF | 82,072 CHF | 99.14% | 99.14% |
07/05/2024 | 25.42% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,942,370 | 1,942,370 | 67,935 CHF | 87,409 CHF | 100.00% | 100.00% |
06/05/2024 | 25.30% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,755,390 | 1,755,390 | 61,808 CHF | 79,397 CHF | 100.00% | 100.00% |
03/05/2024 | 21.10% | 0.04 CHF | 0.05 CHF | 2,662,300 | 2,662,300 | 1,499,010 | 1,499,010 | 63,767 CHF | 78,785 CHF | 100.00% | 100.00% |
02/05/2024 | 20.14% | 0.05 CHF | 0.06 CHF | 2,583,000 | 2,583,000 | 1,418,590 | 1,418,590 | 65,048 CHF | 79,261 CHF | 100.00% | 100.00% |