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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 3.20% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,999,720 | 2,999,720 | 461,103 CHF | 476,103 CHF | 99.89% | 99.89% |
13/05/2024 | 3.23% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 2,755,100 | 2,755,100 | 419,484 CHF | 433,259 CHF | 99.45% | 99.45% |
10/05/2024 | 2.79% | 0.17 CHF | 0.18 CHF | 2,723,500 | 2,723,500 | 2,968,120 | 2,968,120 | 525,516 CHF | 540,357 CHF | 100.00% | 100.00% |
08/05/2024 | 3.61% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,650 | 2,999,650 | 407,859 CHF | 422,859 CHF | 99.29% | 99.29% |
07/05/2024 | 3.55% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,998,430 | 2,998,430 | 415,798 CHF | 430,798 CHF | 100.00% | 100.00% |
06/05/2024 | 3.47% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 424,516 CHF | 439,516 CHF | 100.00% | 100.00% |
03/05/2024 | 3.84% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 383,297 CHF | 398,297 CHF | 98.22% | 98.22% |
02/05/2024 | 3.77% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 391,015 CHF | 406,015 CHF | 99.99% | 99.99% |
30/04/2024 | 3.53% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,998,450 | 2,998,450 | 417,946 CHF | 432,946 CHF | 99.77% | 99.77% |
29/04/2024 | 3.06% | 0.16 CHF | 0.17 CHF | 3,000,000 | 3,000,000 | 2,913,510 | 2,913,510 | 468,871 CHF | 483,441 CHF | 100.00% | 100.00% |