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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 3.19% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,999,570 | 2,999,570 | 463,506 CHF | 478,506 CHF | 100.00% | 100.00% |
26/04/2024 | 3.26% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 453,191 CHF | 468,191 CHF | 99.20% | 99.20% |
25/04/2024 | 3.15% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 468,452 CHF | 483,452 CHF | 99.60% | 99.60% |
23/04/2024 | 3.05% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,999,810 | 2,999,810 | 483,967 CHF | 498,967 CHF | 99.34% | 99.34% |
22/04/2024 | 3.26% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,999,110 | 2,999,110 | 452,649 CHF | 467,649 CHF | 100.00% | 100.00% |
19/04/2024 | 3.48% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 423,091 CHF | 438,091 CHF | 100.00% | 100.00% |
18/04/2024 | 3.46% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 425,559 CHF | 440,559 CHF | 99.75% | 99.75% |
17/04/2024 | 3.51% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,994,190 | 2,994,190 | 420,420 CHF | 435,420 CHF | 100.00% | 100.00% |
16/04/2024 | 3.40% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,090 | 2,999,090 | 434,285 CHF | 449,285 CHF | 100.00% | 100.00% |
15/04/2024 | 3.27% | 0.15 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,999,650 | 2,999,650 | 450,998 CHF | 465,998 CHF | 99.39% | 99.39% |