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 | 0.39% | 2.58 CHF | 2.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,289,030 CHF | 258,805 CHF | 99.27% | 99.27% |
08/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,268,670 CHF | 254,734 CHF | 99.27% | 99.27% |
07/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,232,150 CHF | 247,430 CHF | 99.27% | 99.27% |
06/05/2024 | 0.42% | 2.40 CHF | 2.41 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,189,780 CHF | 238,957 CHF | 99.27% | 99.27% |
03/05/2024 | 0.43% | 2.28 CHF | 2.29 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,155,860 CHF | 232,172 CHF | 99.17% | 99.17% |
02/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,167,390 CHF | 234,478 CHF | 99.26% | 99.26% |
30/04/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,184,550 CHF | 237,910 CHF | 99.27% | 99.27% |
29/04/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,180,780 CHF | 237,156 CHF | 99.21% | 99.21% |
26/04/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,150,030 CHF | 231,007 CHF | 99.27% | 99.27% |
25/04/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 1,180,990 CHF | 237,198 CHF | 97.46% | 97.46% |