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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500,000 | 500,000 | 499,006 | 499,006 | 1,710,730 CHF | 1,715,730 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 3.45 CHF | 3.46 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 1,757,000 CHF | 1,762,000 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,761,400 CHF | 1,766,400 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 3.57 CHF | 3.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,809,340 CHF | 1,814,340 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,727,450 CHF | 1,732,450 CHF | 99.63% | 99.63% |
07/05/2024 | 0.28% | 3.50 CHF | 3.51 CHF | 500,000 | 500,000 | 499,710 | 499,710 | 1,759,160 CHF | 1,764,160 CHF | 100.00% | 100.00% |
06/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,777,430 CHF | 1,782,430 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,790,970 CHF | 1,795,970 CHF | 99.96% | 99.96% |
02/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,810,220 CHF | 1,815,220 CHF | 100.00% | 100.00% |
30/04/2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500,000 | 500,000 | 499,804 | 499,804 | 1,956,000 CHF | 1,961,000 CHF | 99.99% | 99.99% |