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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,408,930 CHF | 282,787 CHF | 99.27% | 99.27% |
08/05/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,339,760 CHF | 268,952 CHF | 99.27% | 99.27% |
07/05/2024 | 0.39% | 2.64 CHF | 2.65 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,291,030 CHF | 259,207 CHF | 99.27% | 99.27% |
06/05/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,258,760 CHF | 252,751 CHF | 99.27% | 99.27% |
03/05/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,230,580 CHF | 247,116 CHF | 99.17% | 99.17% |
02/05/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,220,280 CHF | 245,056 CHF | 99.27% | 99.27% |
30/04/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,232,540 CHF | 247,509 CHF | 99.27% | 99.27% |
29/04/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,241,290 CHF | 249,259 CHF | 99.22% | 99.22% |
26/04/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,214,690 CHF | 243,937 CHF | 99.27% | 99.27% |
25/04/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,231,760 CHF | 247,351 CHF | 97.47% | 97.47% |