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 | 38.18% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,965,440 | 1,965,440 | 43,810 CHF | 63,547 CHF | 99.97% | 99.97% |
15/05/2024 | 30.89% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,497,090 | 1,497,090 | 42,492 CHF | 57,748 CHF | 99.76% | 99.76% |
14/05/2024 | 23.89% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,480,150 | 1,480,150 | 54,196 CHF | 69,038 CHF | 99.81% | 99.81% |
13/05/2024 | 28.85% | 0.04 CHF | 0.05 CHF | 3,000,000 | 3,000,000 | 1,487,860 | 1,487,860 | 46,023 CHF | 60,975 CHF | 98.43% | 98.43% |
10/05/2024 | 32.87% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,641,610 | 1,641,610 | 43,838 CHF | 60,290 CHF | 100.00% | 100.00% |
08/05/2024 | 29.86% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,722,880 | 1,722,880 | 49,868 CHF | 67,140 CHF | 99.06% | 99.06% |
07/05/2024 | 39.28% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,945,110 | 1,945,110 | 41,608 CHF | 61,108 CHF | 99.72% | 99.72% |
06/05/2024 | 40.70% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 1,832,190 | 1,832,190 | 36,835 CHF | 55,337 CHF | 100.00% | 100.00% |
03/05/2024 | 35.26% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 1,345,780 | 1,345,780 | 31,903 CHF | 45,468 CHF | 99.15% | 99.15% |
02/05/2024 | - | 0.03 CHF | - CHF | 3,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |