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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 1.75% | 0.59 CHF | 0.60 CHF | 3,000,000 | 3,000,000 | 2,998,270 | 2,998,270 | 1,700,360 CHF | 1,730,360 CHF | 100.00% | 100.00% |
06/05/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,602,200 CHF | 1,632,200 CHF | 99.73% | 99.73% |
03/05/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,532,910 CHF | 1,562,910 CHF | 99.48% | 99.48% |
02/05/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,507,790 CHF | 1,537,790 CHF | 99.56% | 99.56% |
30/04/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 3,000,000 | 3,000,000 | 2,998,820 | 2,998,820 | 1,570,770 CHF | 1,600,770 CHF | 99.99% | 99.99% |
29/04/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 2,978,440 | 2,978,440 | 1,619,930 CHF | 1,649,730 CHF | 99.59% | 99.59% |
26/04/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,598,500 CHF | 1,628,500 CHF | 99.14% | 99.14% |
25/04/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 3,000,000 | 3,000,000 | 2,999,830 | 2,999,830 | 1,534,820 CHF | 1,564,820 CHF | 100.00% | 100.00% |
23/04/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 2,999,580 | 2,999,580 | 1,576,660 CHF | 1,606,660 CHF | 100.00% | 100.00% |
22/04/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 2,999,400 | 2,999,400 | 1,471,190 CHF | 1,501,190 CHF | 100.00% | 100.00% |