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 | 1.80% | 0.56 CHF | 0.57 CHF | 2,772,500 | 2,772,500 | 2,770,210 | 2,770,210 | 1,529,020 CHF | 1,556,750 CHF | 100.00% | 100.00% |
15/05/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 2,998,200 | 2,998,200 | 2,990,410 | 2,990,410 | 1,519,180 CHF | 1,549,160 CHF | 100.00% | 100.00% |
14/05/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 2,999,730 | 2,999,730 | 1,465,420 CHF | 1,495,420 CHF | 100.00% | 100.00% |
13/05/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,474,870 CHF | 1,504,870 CHF | 100.00% | 100.00% |
10/05/2024 | 2.01% | 0.48 CHF | 0.49 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,475,550 CHF | 1,505,550 CHF | 100.00% | 100.00% |
08/05/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 3,000,000 | 3,000,000 | 2,982,980 | 2,982,980 | 1,364,680 CHF | 1,394,680 CHF | 99.67% | 99.67% |
07/05/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 3,000,000 | 3,000,000 | 2,998,920 | 2,998,920 | 1,378,610 CHF | 1,408,610 CHF | 99.69% | 99.69% |
06/05/2024 | 2.28% | 0.44 CHF | 0.45 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,299,700 CHF | 1,329,700 CHF | 100.00% | 100.00% |
03/05/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,204,020 CHF | 1,234,020 CHF | 100.00% | 100.00% |
02/05/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 1,129,210 CHF | 1,159,210 CHF | 99.59% | 99.59% |