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 | 1.71% | 0.56 CHF | 0.57 CHF | 1,000,000 | 1,000,000 | 997,988 | 997,988 | 582,624 CHF | 592,624 CHF | 99.64% | 99.64% |
14/05/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 1,000,000 | 1,000,000 | 999,886 | 999,886 | 619,935 CHF | 629,935 CHF | 99.78% | 99.78% |
13/05/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 628,411 CHF | 638,411 CHF | 100.00% | 100.00% |
10/05/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 640,355 CHF | 650,355 CHF | 99.57% | 99.57% |
08/05/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 1,000,000 | 1,000,000 | 999,978 | 999,978 | 671,386 CHF | 681,386 CHF | 98.95% | 98.95% |
07/05/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 999,500 | 999,500 | 650,008 CHF | 660,008 CHF | 99.45% | 99.45% |
06/05/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 644,991 CHF | 654,991 CHF | 100.00% | 100.00% |
03/05/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 665,133 CHF | 675,133 CHF | 99.40% | 99.40% |
02/05/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 718,929 CHF | 728,929 CHF | 99.99% | 99.99% |
30/04/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 1,000,000 | 1,000,000 | 999,614 | 999,614 | 708,804 CHF | 718,804 CHF | 99.16% | 99.16% |