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 | 0.34% | 2.88 CHF | 2.89 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 1,472,100 CHF | 1,477,100 CHF | 100.00% | 100.00% |
13/05/2024 | 0.34% | 2.96 CHF | 2.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,476,330 CHF | 1,481,330 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,524,540 CHF | 1,529,540 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 2.96 CHF | 2.97 CHF | 500,000 | 500,000 | 499,916 | 499,916 | 1,442,150 CHF | 1,447,150 CHF | 99.63% | 99.63% |
07/05/2024 | 0.34% | 2.93 CHF | 2.94 CHF | 500,000 | 500,000 | 499,712 | 499,712 | 1,474,450 CHF | 1,479,450 CHF | 100.00% | 100.00% |
06/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,493,590 CHF | 1,498,590 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,506,290 CHF | 1,511,290 CHF | 99.98% | 99.98% |
02/05/2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,524,200 CHF | 1,529,200 CHF | 99.98% | 99.98% |
30/04/2024 | 0.30% | 3.28 CHF | 3.29 CHF | 500,000 | 500,000 | 499,803 | 499,803 | 1,669,700 CHF | 1,674,700 CHF | 99.99% | 99.99% |
29/04/2024 | 0.29% | 3.34 CHF | 3.35 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 1,696,940 CHF | 1,701,940 CHF | 100.00% | 100.00% |