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 | 0.34% | 2.91 CHF | 2.92 CHF | 500,000 | 500,000 | 499,629 | 499,629 | 1,456,740 CHF | 1,461,740 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500,000 | 500,000 | 499,020 | 499,020 | 1,499,590 CHF | 1,504,590 CHF | 100.00% | 100.00% |
14/05/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 499,878 | 499,878 | 1,471,550 CHF | 1,476,550 CHF | 100.00% | 100.00% |
13/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,470,780 CHF | 1,475,780 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,430,280 CHF | 1,435,280 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 500,000 | 500,000 | 499,890 | 499,890 | 1,529,910 CHF | 1,534,910 CHF | 99.29% | 99.29% |
07/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 499,694 | 499,694 | 1,496,130 CHF | 1,501,130 CHF | 100.00% | 100.00% |
06/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,468,950 CHF | 1,473,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,464,350 CHF | 1,469,350 CHF | 99.98% | 99.98% |
02/05/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,456,920 CHF | 1,461,920 CHF | 99.98% | 99.98% |