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 | 0.46% | 2.17 CHF | 2.18 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,164,900 CHF | 2,174,900 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 1,000,000 | 1,000,000 | 999,603 | 999,603 | 2,155,190 CHF | 2,165,190 CHF | 99.15% | 99.15% |
29/04/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,154,450 CHF | 2,164,450 CHF | 99.81% | 99.81% |
26/04/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,146,280 CHF | 2,156,280 CHF | 99.35% | 99.35% |
25/04/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,156,810 CHF | 2,166,810 CHF | 99.25% | 99.25% |
24/04/2024 | 0.46% | 2.19 CHF | 2.20 CHF | 1,000,000 | 1,000,000 | 999,840 | 999,840 | 2,180,860 CHF | 2,190,860 CHF | 99.54% | 99.54% |
23/04/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 1,000,000 | 1,000,000 | 999,793 | 999,793 | 2,189,180 CHF | 2,199,180 CHF | 97.60% | 97.60% |
22/04/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,214,440 CHF | 2,224,440 CHF | 100.00% | 100.00% |
19/04/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,198,320 CHF | 2,208,320 CHF | 100.00% | 100.00% |
18/04/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 2,189,300 CHF | 2,199,300 CHF | 100.00% | 100.00% |