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 | 49.36% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,985,660 | 2,985,660 | 45,808 CHF | 75,684 CHF | 100.00% | 100.00% |
15/05/2024 | 50.10% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,979,910 | 2,979,910 | 44,774 CHF | 74,650 CHF | 100.00% | 100.00% |
14/05/2024 | 42.71% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,430 | 2,987,430 | 55,682 CHF | 85,558 CHF | 100.00% | 100.00% |
13/05/2024 | - | 0.02 CHF | 0.03 CHF | 3,000,000 | 1,622,900 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.47% |
10/05/2024 | 50.00% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 44,814 CHF | 74,691 CHF | 100.00% | 100.00% |
08/05/2024 | 50.01% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,120 | 2,987,120 | 44,807 CHF | 74,682 CHF | 98.93% | 98.93% |
07/05/2024 | 52.32% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,987,240 | 2,987,240 | 42,726 CHF | 72,602 CHF | 99.47% | 99.47% |
06/05/2024 | 60.73% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 35,154 CHF | 65,030 CHF | 100.00% | 100.00% |
03/05/2024 | 62.61% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,630 | 2,987,630 | 33,530 CHF | 63,406 CHF | 100.00% | 100.00% |
02/05/2024 | 50.48% | 0.01 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 2,987,450 | 2,987,450 | 44,377 CHF | 74,252 CHF | 98.56% | 98.56% |