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 | 0.33% | 3.07 CHF | 3.08 CHF | 1,000,000 | 1,000,000 | 999,168 | 999,168 | 3,050,230 CHF | 3,060,230 CHF | 100.00% | 100.00% |
15/05/2024 | 0.32% | 3.06 CHF | 3.07 CHF | 1,000,000 | 1,000,000 | 998,043 | 998,043 | 3,083,570 CHF | 3,093,570 CHF | 100.00% | 100.00% |
14/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1,000,000 | 1,000,000 | 999,964 | 999,964 | 3,127,270 CHF | 3,137,270 CHF | 100.00% | 100.00% |
13/05/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,100,470 CHF | 3,110,470 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,098,110 CHF | 3,108,110 CHF | 100.00% | 100.00% |
08/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 1,000,000 | 1,000,000 | 999,789 | 999,789 | 3,093,130 CHF | 3,103,130 CHF | 99.63% | 99.63% |
07/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 999,535 | 999,535 | 3,045,790 CHF | 3,055,790 CHF | 99.81% | 99.81% |
06/05/2024 | 0.33% | 3.02 CHF | 3.03 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,013,640 CHF | 3,023,640 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,986,050 CHF | 2,996,050 CHF | 99.99% | 99.99% |
02/05/2024 | 0.32% | 3.05 CHF | 3.06 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 3,084,000 CHF | 3,094,000 CHF | 100.00% | 100.00% |