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 | 0.48% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 499,024 | 499,024 | 1,035,680 CHF | 1,040,680 CHF | 100.00% | 100.00% |
14/05/2024 | 0.46% | 2.09 CHF | 2.10 CHF | 500,000 | 500,000 | 499,918 | 499,918 | 1,078,720 CHF | 1,083,720 CHF | 99.99% | 99.99% |
13/05/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,083,830 CHF | 1,088,830 CHF | 100.00% | 100.00% |
10/05/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,132,110 CHF | 1,137,110 CHF | 100.00% | 100.00% |
08/05/2024 | 0.48% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 1,048,900 CHF | 1,053,900 CHF | 99.63% | 99.63% |
07/05/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 500,000 | 500,000 | 499,716 | 499,716 | 1,081,750 CHF | 1,086,750 CHF | 100.00% | 100.00% |
06/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,102,200 CHF | 1,107,200 CHF | 100.00% | 100.00% |
03/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,114,430 CHF | 1,119,430 CHF | 99.96% | 99.96% |
02/05/2024 | 0.44% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,129,160 CHF | 1,134,160 CHF | 100.00% | 100.00% |
30/04/2024 | 0.39% | 2.49 CHF | 2.50 CHF | 500,000 | 500,000 | 499,795 | 499,795 | 1,274,920 CHF | 1,279,920 CHF | 99.99% | 99.99% |