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 | 15.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,000 CHF | 71,000 CHF | 100.00% | 100.00% |
14/05/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,000 CHF | 73,000 CHF | 100.00% | 100.00% |
13/05/2024 | 15.15% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 61,000 CHF | 71,000 CHF | 100.00% | 100.00% |
10/05/2024 | 14.71% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,000 CHF | 73,000 CHF | 100.00% | 100.00% |
08/05/2024 | 13.51% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 69,000 CHF | 79,000 CHF | 100.00% | 100.00% |
07/05/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 73,000 CHF | 83,000 CHF | 100.00% | 100.00% |
06/05/2024 | 12.35% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 76,000 CHF | 86,000 CHF | 100.00% | 100.00% |
03/05/2024 | 11.90% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 79,000 CHF | 89,000 CHF | 100.00% | 100.00% |
02/05/2024 | 11.49% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 82,000 CHF | 92,000 CHF | 99.94% | 99.94% |
30/04/2024 | 12.82% | 0.07 CHF | 0.08 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 73,000 CHF | 83,000 CHF | 100.00% | 100.00% |