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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 470,816 CHF | 480,816 CHF | 99.26% | 99.26% |
24/04/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 1,000,000 | 1,000,000 | 999,855 | 999,855 | 448,517 CHF | 458,517 CHF | 99.54% | 99.54% |
23/04/2024 | 2.28% | 0.46 CHF | 0.47 CHF | 1,000,000 | 1,000,000 | 999,793 | 999,793 | 433,966 CHF | 443,966 CHF | 97.60% | 97.60% |
22/04/2024 | 2.41% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 410,509 CHF | 420,509 CHF | 100.00% | 100.00% |
19/04/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 422,709 CHF | 432,709 CHF | 100.00% | 100.00% |
18/04/2024 | 2.27% | 0.43 CHF | 0.44 CHF | 1,000,000 | 1,000,000 | 999,765 | 1,000,000 | 435,924 CHF | 446,023 CHF | 99.99% | 99.99% |
17/04/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 998,334 | 998,322 | 408,773 CHF | 418,768 CHF | 100.00% | 100.00% |
16/04/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 1,000,000 | 1,000,000 | 998,820 | 998,820 | 401,614 CHF | 411,614 CHF | 99.81% | 99.81% |
15/04/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 999,768 | 999,768 | 423,506 CHF | 433,506 CHF | 99.36% | 99.36% |
12/04/2024 | 2.31% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 428,701 CHF | 438,701 CHF | 100.00% | 100.00% |