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 | 1.32% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 997,974 | 997,974 | 755,503 CHF | 765,503 CHF | 99.73% | 99.73% |
14/05/2024 | 1.25% | 0.77 CHF | 0.78 CHF | 1,000,000 | 1,000,000 | 999,889 | 999,889 | 794,475 CHF | 804,475 CHF | 99.78% | 99.78% |
13/05/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 802,188 CHF | 812,188 CHF | 100.00% | 100.00% |
10/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 813,522 CHF | 823,522 CHF | 99.57% | 99.57% |
08/05/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 999,977 | 999,977 | 844,495 CHF | 854,495 CHF | 98.95% | 98.95% |
07/05/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 1,000,000 | 1,000,000 | 999,809 | 999,809 | 824,213 CHF | 834,213 CHF | 99.28% | 99.28% |
06/05/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 816,815 CHF | 826,815 CHF | 100.00% | 100.00% |
03/05/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 838,389 CHF | 848,389 CHF | 99.42% | 99.42% |
02/05/2024 | 1.11% | 0.90 CHF | 0.91 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 893,426 CHF | 903,426 CHF | 100.00% | 100.00% |
30/04/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 999,602 | 999,602 | 882,567 CHF | 892,567 CHF | 99.16% | 99.16% |