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 | 1.49% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 997,980 | 997,980 | 669,190 CHF | 679,190 CHF | 99.63% | 99.63% |
14/05/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 1,000,000 | 1,000,000 | 999,867 | 999,867 | 707,278 CHF | 717,278 CHF | 99.77% | 99.77% |
13/05/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 715,310 CHF | 725,310 CHF | 100.00% | 100.00% |
10/05/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 727,598 CHF | 737,598 CHF | 99.57% | 99.57% |
08/05/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 1,000,000 | 1,000,000 | 999,963 | 999,963 | 757,424 CHF | 767,424 CHF | 98.96% | 98.96% |
07/05/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 999,644 | 999,644 | 736,793 CHF | 746,793 CHF | 99.45% | 99.45% |
06/05/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 730,475 CHF | 740,475 CHF | 100.00% | 100.00% |
03/05/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 750,990 CHF | 760,990 CHF | 99.43% | 99.43% |
02/05/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 805,718 CHF | 815,718 CHF | 100.00% | 100.00% |
30/04/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 999,614 | 999,614 | 795,643 CHF | 805,643 CHF | 99.16% | 99.16% |