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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,466,150 CHF | 1,476,150 CHF | 100.00% | 100.00% |
30/04/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 1,000,000 | 1,000,000 | 999,280 | 999,280 | 1,455,950 CHF | 1,465,950 CHF | 99.16% | 99.16% |
29/04/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,456,930 CHF | 1,466,930 CHF | 99.81% | 99.81% |
26/04/2024 | 0.69% | 1.50 CHF | 1.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,448,660 CHF | 1,458,660 CHF | 99.33% | 99.33% |
25/04/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,459,440 CHF | 1,469,440 CHF | 99.30% | 99.30% |
24/04/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 1,000,000 | 1,000,000 | 999,881 | 999,881 | 1,482,900 CHF | 1,492,900 CHF | 99.54% | 99.54% |
23/04/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 1,000,000 | 1,000,000 | 999,794 | 999,794 | 1,493,930 CHF | 1,503,930 CHF | 97.58% | 97.58% |
22/04/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,520,080 CHF | 1,530,080 CHF | 100.00% | 100.00% |
19/04/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,505,680 CHF | 1,515,680 CHF | 100.00% | 100.00% |
18/04/2024 | 0.67% | 1.51 CHF | 1.52 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,496,570 CHF | 1,506,570 CHF | 100.00% | 100.00% |