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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,148,480 CHF | 718,161 CHF | 98.31% | 98.31% |
10/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,129,800 CHF | 711,935 CHF | 99.20% | 99.20% |
08/05/2024 | 0.28% | 3.53 CHF | 3.54 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,114,380 CHF | 706,793 CHF | 99.20% | 99.20% |
07/05/2024 | 0.29% | 3.44 CHF | 3.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,054,700 CHF | 686,901 CHF | 99.22% | 99.22% |
06/05/2024 | 0.29% | 3.41 CHF | 3.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,037,670 CHF | 681,222 CHF | 99.22% | 99.22% |
03/05/2024 | 0.29% | 3.46 CHF | 3.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,064,390 CHF | 690,130 CHF | 98.84% | 98.84% |
02/05/2024 | 0.29% | 3.48 CHF | 3.49 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,060,800 CHF | 688,933 CHF | 99.20% | 99.20% |
30/04/2024 | 0.30% | 3.43 CHF | 3.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,003,570 CHF | 669,857 CHF | 99.18% | 99.18% |
29/04/2024 | 0.29% | 3.31 CHF | 3.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,046,560 CHF | 684,186 CHF | 99.15% | 99.15% |
26/04/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 2,152,020 CHF | 719,339 CHF | 99.23% | 99.23% |