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 | 2.22% | 0.48 CHF | 0.49 CHF | 1,000,000 | 1,000,000 | 997,752 | 997,752 | 447,327 CHF | 457,327 CHF | 99.99% | 99.99% |
14/05/2024 | 2.54% | 0.42 CHF | 0.43 CHF | 1,000,000 | 1,000,000 | 999,749 | 999,749 | 390,000 CHF | 400,000 CHF | 100.00% | 100.00% |
13/05/2024 | 2.60% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 379,556 CHF | 389,556 CHF | 100.00% | 100.00% |
10/05/2024 | 2.67% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 369,762 CHF | 379,762 CHF | 100.00% | 100.00% |
08/05/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 1,000,000 | 1,000,000 | 999,959 | 999,959 | 332,906 CHF | 342,906 CHF | 99.51% | 99.51% |
07/05/2024 | 2.55% | 0.39 CHF | 0.40 CHF | 1,000,000 | 1,000,000 | 998,803 | 998,803 | 388,371 CHF | 398,371 CHF | 99.94% | 99.94% |
06/05/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 420,184 CHF | 430,184 CHF | 100.00% | 100.00% |
03/05/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 407,404 CHF | 417,404 CHF | 99.98% | 99.98% |
02/05/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 365,049 CHF | 375,049 CHF | 99.99% | 99.99% |
30/04/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 1,000,000 | 1,000,000 | 999,570 | 999,570 | 389,257 CHF | 399,257 CHF | 100.00% | 100.00% |