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 | 0.52% | 1.92 CHF | 1.93 CHF | 1,000,000 | 1,000,000 | 998,884 | 998,884 | 1,908,390 CHF | 1,918,390 CHF | 100.00% | 100.00% |
15/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 1,000,000 | 1,000,000 | 997,734 | 997,734 | 1,869,670 CHF | 1,879,670 CHF | 100.00% | 100.00% |
14/05/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 1,000,000 | 1,000,000 | 999,764 | 999,764 | 1,819,580 CHF | 1,829,580 CHF | 100.00% | 100.00% |
13/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,808,400 CHF | 1,818,400 CHF | 100.00% | 100.00% |
10/05/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,797,970 CHF | 1,807,970 CHF | 100.00% | 100.00% |
08/05/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 1,000,000 | 1,000,000 | 999,959 | 999,959 | 1,763,310 CHF | 1,773,310 CHF | 99.51% | 99.51% |
07/05/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 998,844 | 998,844 | 1,814,840 CHF | 1,824,840 CHF | 99.94% | 99.94% |
06/05/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,844,380 CHF | 1,854,380 CHF | 100.00% | 100.00% |
03/05/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,833,720 CHF | 1,843,720 CHF | 99.98% | 99.98% |
02/05/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 1,800,560 CHF | 1,810,560 CHF | 100.00% | 100.00% |