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 | 3.18% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,997,160 | 2,997,160 | 464,732 CHF | 479,732 CHF | 100.00% | 100.00% |
15/05/2024 | 3.32% | 0.16 CHF | 0.16 CHF | 3,000,000 | 3,000,000 | 2,992,470 | 2,992,470 | 445,611 CHF | 460,611 CHF | 99.61% | 99.61% |
14/05/2024 | 3.47% | 0.14 CHF | 0.15 CHF | 3,000,000 | 3,000,000 | 2,999,690 | 2,999,690 | 424,672 CHF | 439,672 CHF | 100.00% | 100.00% |
13/05/2024 | 3.50% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 420,825 CHF | 435,825 CHF | 100.00% | 100.00% |
10/05/2024 | 3.54% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 416,872 CHF | 431,872 CHF | 99.61% | 99.61% |
08/05/2024 | 3.68% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,960 | 2,999,960 | 400,214 CHF | 415,214 CHF | 98.95% | 98.95% |
07/05/2024 | 3.59% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,670 | 2,999,670 | 410,335 CHF | 425,335 CHF | 99.34% | 99.34% |
06/05/2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 411,888 CHF | 426,888 CHF | 100.00% | 100.00% |
03/05/2024 | 3.65% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 403,672 CHF | 418,672 CHF | 99.99% | 99.99% |
02/05/2024 | 3.91% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 375,875 CHF | 390,875 CHF | 100.00% | 100.00% |