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 | 0.35% | 2.87 CHF | 2.88 CHF | 500,000 | 500,000 | 499,750 | 499,750 | 1,425,710 CHF | 1,430,710 CHF | 100.00% | 100.00% |
15/05/2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 499,011 | 499,011 | 1,385,760 CHF | 1,390,760 CHF | 100.00% | 100.00% |
14/05/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 499,881 | 499,881 | 1,427,810 CHF | 1,432,810 CHF | 100.00% | 100.00% |
13/05/2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,427,040 CHF | 1,432,040 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,471,230 CHF | 1,476,230 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 2.85 CHF | 2.86 CHF | 500,000 | 500,000 | 499,873 | 499,873 | 1,378,650 CHF | 1,383,650 CHF | 99.29% | 99.29% |
07/05/2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500,000 | 500,000 | 499,679 | 499,679 | 1,407,740 CHF | 1,412,740 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 500,000 | 500,000 | 499,988 | 1,430,510 CHF | 1,435,480 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,442,110 CHF | 1,447,110 CHF | 99.98% | 99.98% |
02/05/2024 | 0.34% | 2.86 CHF | 2.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,469,620 CHF | 1,474,620 CHF | 99.99% | 99.99% |