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 | 0.31% | 3.28 CHF | 3.29 CHF | 500,000 | 500,000 | 499,753 | 499,753 | 1,631,790 CHF | 1,636,790 CHF | 100.00% | 100.00% |
15/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500,000 | 500,000 | 499,015 | 499,015 | 1,592,550 CHF | 1,597,550 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500,000 | 500,000 | 499,884 | 499,884 | 1,635,360 CHF | 1,640,360 CHF | 100.00% | 100.00% |
13/05/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,634,320 CHF | 1,639,320 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 3.31 CHF | 3.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,678,650 CHF | 1,683,650 CHF | 100.00% | 100.00% |
08/05/2024 | 0.31% | 3.26 CHF | 3.27 CHF | 500,000 | 500,000 | 499,868 | 499,868 | 1,586,070 CHF | 1,591,070 CHF | 99.29% | 99.29% |
07/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500,000 | 500,000 | 499,670 | 499,670 | 1,614,260 CHF | 1,619,260 CHF | 100.00% | 100.00% |
06/05/2024 | 0.30% | 3.26 CHF | 3.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,637,300 CHF | 1,642,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,648,850 CHF | 1,653,850 CHF | 99.98% | 99.98% |
02/05/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,677,910 CHF | 1,682,910 CHF | 99.99% | 99.99% |