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 | 1.68% | 0.60 CHF | 0.61 CHF | 3,000,000 | 3,000,000 | 2,995,390 | 2,995,390 | 1,778,760 CHF | 1,808,760 CHF | 100.00% | 100.00% |
15/05/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 3,000,000 | 3,000,000 | 2,992,200 | 2,992,200 | 1,668,840 CHF | 1,698,840 CHF | 100.00% | 100.00% |
14/05/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 1,627,150 CHF | 1,657,150 CHF | 99.82% | 99.82% |
13/05/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,662,940 CHF | 1,692,940 CHF | 100.00% | 100.00% |
10/05/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,650,290 CHF | 1,680,290 CHF | 100.00% | 100.00% |
08/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 2,998,410 | 2,998,410 | 1,458,910 CHF | 1,488,910 CHF | 99.67% | 99.67% |
07/05/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 2,996,830 | 2,996,830 | 1,459,280 CHF | 1,489,280 CHF | 99.50% | 99.50% |
06/05/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,425,900 CHF | 1,455,900 CHF | 100.00% | 100.00% |
03/05/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,365,520 CHF | 1,395,520 CHF | 100.00% | 100.00% |
02/05/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,240,820 CHF | 1,270,820 CHF | 99.63% | 99.63% |