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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 1,000,000 | 1,000,000 | 999,243 | 999,243 | 284,123 CHF | 294,123 CHF | 100.00% | 100.00% |
15/05/2024 | 3.05% | 0.29 CHF | 0.30 CHF | 1,000,000 | 1,000,000 | 998,008 | 998,008 | 324,371 CHF | 334,371 CHF | 99.99% | 99.99% |
14/05/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 1,000,000 | 1,000,000 | 999,909 | 999,909 | 384,459 CHF | 394,459 CHF | 99.99% | 99.99% |
13/05/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 395,939 CHF | 405,939 CHF | 100.00% | 100.00% |
10/05/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 411,659 CHF | 421,659 CHF | 100.00% | 100.00% |
08/05/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 999,957 | 999,957 | 451,404 CHF | 461,404 CHF | 99.51% | 99.51% |
07/05/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 999,576 | 999,576 | 397,347 CHF | 407,347 CHF | 99.86% | 99.86% |
06/05/2024 | 2.68% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 368,815 CHF | 378,815 CHF | 100.00% | 100.00% |
03/05/2024 | 2.56% | 0.40 CHF | 0.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 387,079 CHF | 397,079 CHF | 99.96% | 99.96% |
02/05/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 434,971 CHF | 444,971 CHF | 100.00% | 100.00% |