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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.26% | 3.69 CHF | 3.70 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,262,270 CHF | 756,089 CHF | 99.20% | 99.20% |
13/05/2024 | 0.26% | 3.77 CHF | 3.78 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,284,050 CHF | 763,351 CHF | 98.35% | 98.35% |
10/05/2024 | 0.26% | 3.84 CHF | 3.85 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,265,370 CHF | 757,122 CHF | 99.21% | 99.21% |
08/05/2024 | 0.27% | 3.76 CHF | 3.77 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,250,390 CHF | 752,131 CHF | 99.20% | 99.20% |
07/05/2024 | 0.27% | 3.67 CHF | 3.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,190,290 CHF | 732,098 CHF | 99.22% | 99.22% |
06/05/2024 | 0.28% | 3.64 CHF | 3.65 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,172,920 CHF | 726,306 CHF | 99.23% | 99.23% |
03/05/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,199,880 CHF | 735,292 CHF | 98.83% | 98.83% |
02/05/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,197,230 CHF | 734,411 CHF | 99.20% | 99.20% |
30/04/2024 | 0.28% | 3.66 CHF | 3.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,139,920 CHF | 715,306 CHF | 99.18% | 99.18% |
29/04/2024 | 0.27% | 3.54 CHF | 3.55 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,182,740 CHF | 729,582 CHF | 99.14% | 99.14% |