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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,543,200 CHF | 2,553,200 CHF | 100.00% | 100.00% |
30/04/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 1,000,000 | 1,000,000 | 999,614 | 999,614 | 2,533,000 CHF | 2,543,000 CHF | 99.16% | 99.16% |
29/04/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,531,920 CHF | 2,541,920 CHF | 99.81% | 99.81% |
26/04/2024 | 0.40% | 2.58 CHF | 2.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,525,120 CHF | 2,535,120 CHF | 99.34% | 99.34% |
25/04/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,534,460 CHF | 2,544,460 CHF | 99.31% | 99.31% |
24/04/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 1,000,000 | 1,000,000 | 999,858 | 999,858 | 2,559,640 CHF | 2,569,640 CHF | 99.54% | 99.54% |
23/04/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 1,000,000 | 1,000,000 | 999,790 | 999,790 | 2,565,990 CHF | 2,575,990 CHF | 97.60% | 97.60% |
22/04/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,591,510 CHF | 2,601,510 CHF | 100.00% | 100.00% |
19/04/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,573,400 CHF | 2,583,400 CHF | 100.00% | 100.00% |
18/04/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,565,370 CHF | 2,575,370 CHF | 100.00% | 100.00% |