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 | 5.16% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 2,999,970 | 2,999,970 | 283,044 CHF | 298,044 CHF | 99.76% | 99.76% |
13/05/2024 | 5.69% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 256,275 CHF | 271,275 CHF | 100.00% | 100.00% |
10/05/2024 | 5.21% | 0.09 CHF | 0.10 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 280,661 CHF | 295,661 CHF | 100.00% | 100.00% |
08/05/2024 | 4.77% | 0.10 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,999,710 | 2,999,710 | 307,402 CHF | 322,402 CHF | 99.44% | 99.44% |
07/05/2024 | 4.61% | 0.11 CHF | 0.11 CHF | 3,000,000 | 3,000,000 | 2,998,230 | 2,998,230 | 318,039 CHF | 333,039 CHF | 100.00% | 100.00% |
06/05/2024 | 4.36% | 0.11 CHF | 0.12 CHF | 2,870,700 | 2,870,700 | 2,870,700 | 2,870,700 | 322,481 CHF | 336,835 CHF | 100.00% | 100.00% |
03/05/2024 | 3.80% | 0.13 CHF | 0.14 CHF | 2,533,300 | 2,533,300 | 2,533,300 | 2,533,300 | 327,997 CHF | 340,664 CHF | 99.98% | 99.98% |
02/05/2024 | 3.27% | 0.15 CHF | 0.16 CHF | 2,260,300 | 2,260,300 | 2,260,300 | 2,260,300 | 340,542 CHF | 351,844 CHF | 99.58% | 99.58% |
30/04/2024 | 3.42% | 0.15 CHF | 0.16 CHF | 2,496,100 | 2,496,100 | 2,495,070 | 2,494,730 | 359,028 CHF | 371,459 CHF | 100.00% | 100.00% |
29/04/2024 | 3.23% | 0.14 CHF | 0.14 CHF | 2,383,400 | 2,383,400 | 2,382,910 | 2,382,910 | 363,268 CHF | 375,185 CHF | 99.61% | 99.61% |