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 | 1.02% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 998,935 | 998,935 | 978,270 CHF | 988,270 CHF | 100.00% | 100.00% |
15/05/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 1,000,000 | 1,000,000 | 997,771 | 997,771 | 938,862 CHF | 948,862 CHF | 100.00% | 100.00% |
14/05/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 999,758 | 999,758 | 884,484 CHF | 894,484 CHF | 100.00% | 100.00% |
13/05/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 873,462 CHF | 883,462 CHF | 100.00% | 100.00% |
10/05/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 864,065 CHF | 874,065 CHF | 100.00% | 100.00% |
08/05/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 1,000,000 | 1,000,000 | 999,975 | 999,975 | 827,085 CHF | 837,085 CHF | 99.51% | 99.51% |
07/05/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 998,860 | 998,860 | 882,164 CHF | 892,164 CHF | 99.94% | 99.94% |
06/05/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 912,048 CHF | 922,048 CHF | 100.00% | 100.00% |
03/05/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 900,885 CHF | 910,885 CHF | 100.00% | 100.00% |
02/05/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 860,878 CHF | 870,878 CHF | 100.00% | 100.00% |