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 | 29.01% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,963,410 | 2,963,410 | 88,902 CHF | 118,629 CHF | 100.00% | 100.00% |
15/05/2024 | 26.10% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 2,950,940 | 2,950,940 | 100,631 CHF | 130,280 CHF | 100.00% | 100.00% |
14/05/2024 | 25.31% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,927,840 | 2,927,840 | 102,676 CHF | 132,020 CHF | 99.99% | 99.99% |
13/05/2024 | 25.08% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,959,760 | 2,959,760 | 105,138 CHF | 134,798 CHF | 100.00% | 100.00% |
10/05/2024 | 24.97% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,810,080 | 2,810,080 | 100,319 CHF | 128,479 CHF | 100.00% | 100.00% |
08/05/2024 | 24.89% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,907,240 | 2,907,240 | 103,703 CHF | 132,839 CHF | 98.98% | 98.98% |
07/05/2024 | 25.34% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,955,330 | 2,955,330 | 103,627 CHF | 133,248 CHF | 97.82% | 97.82% |
06/05/2024 | 23.13% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,763,020 | 2,763,020 | 107,443 CHF | 135,132 CHF | 100.00% | 100.00% |
03/05/2024 | 21.05% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 2,520,510 | 2,520,510 | 109,067 CHF | 134,322 CHF | 99.87% | 99.87% |
02/05/2024 | 18.48% | 0.05 CHF | 0.06 CHF | 3,000,000 | 3,000,000 | 2,250,930 | 2,250,930 | 112,482 CHF | 135,034 CHF | 99.99% | 99.99% |