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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 4.90% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,992,140 | 2,992,140 | 299,169 CHF | 314,169 CHF | 99.92% | 99.92% |
14/05/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,999,850 | 2,999,850 | 299,985 CHF | 314,985 CHF | 99.74% | 99.74% |
13/05/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 100.00% | 100.00% |
10/05/2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 300,000 CHF | 315,000 CHF | 100.00% | 100.00% |
08/05/2024 | 4.75% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,999,620 | 2,999,620 | 308,550 CHF | 323,550 CHF | 99.67% | 99.67% |
07/05/2024 | 4.59% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,999,220 | 2,999,220 | 319,803 CHF | 334,803 CHF | 99.68% | 99.68% |
06/05/2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 330,710 CHF | 345,710 CHF | 100.00% | 100.00% |
03/05/2024 | 4.31% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 340,561 CHF | 355,561 CHF | 99.90% | 99.90% |
02/05/2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 345,000 CHF | 360,000 CHF | 99.56% | 99.56% |
30/04/2024 | 4.45% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 2,998,390 | 2,998,390 | 330,100 CHF | 345,100 CHF | 100.00% | 100.00% |