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 | 3.48% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,997,110 | 2,997,110 | 423,628 CHF | 438,628 CHF | 100.00% | 100.00% |
15/05/2024 | 3.66% | 0.14 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,992,460 | 2,992,460 | 403,537 CHF | 418,537 CHF | 99.85% | 99.85% |
14/05/2024 | 3.89% | 0.13 CHF | 0.14 CHF | 3,000,000 | 3,000,000 | 2,999,990 | 2,999,990 | 378,704 CHF | 393,704 CHF | 99.32% | 99.32% |
13/05/2024 | 3.95% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 372,327 CHF | 387,327 CHF | 100.00% | 100.00% |
10/05/2024 | 3.99% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 368,220 CHF | 383,220 CHF | 100.00% | 100.00% |
08/05/2024 | 4.22% | 0.12 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 2,999,950 | 2,999,950 | 347,958 CHF | 362,958 CHF | 98.95% | 98.95% |
07/05/2024 | 4.03% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 2,999,640 | 2,999,640 | 364,451 CHF | 379,451 CHF | 99.34% | 99.34% |
06/05/2024 | 4.02% | 0.13 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 365,984 CHF | 380,984 CHF | 100.00% | 100.00% |
03/05/2024 | 4.16% | 0.12 CHF | 0.13 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 353,838 CHF | 368,838 CHF | 99.99% | 99.99% |
02/05/2024 | 4.47% | 0.11 CHF | 0.12 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 327,875 CHF | 342,875 CHF | 100.00% | 100.00% |