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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.40% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,243,440 CHF | 1,248,440 CHF | 99.98% | 99.98% |
02/05/2024 | 0.40% | 2.45 CHF | 2.46 CHF | 500,000 | 500,000 | 499,997 | 500,000 | 1,259,120 CHF | 1,264,130 CHF | 100.00% | 100.00% |
30/04/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 500,000 | 500,000 | 499,803 | 499,803 | 1,405,000 CHF | 1,410,000 CHF | 99.98% | 99.98% |
29/04/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 1,432,640 CHF | 1,437,640 CHF | 100.00% | 100.00% |
26/04/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,453,870 CHF | 1,458,870 CHF | 99.40% | 99.40% |
25/04/2024 | 0.36% | 2.75 CHF | 2.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,402,530 CHF | 1,407,530 CHF | 100.00% | 100.00% |
24/04/2024 | 0.35% | 2.79 CHF | 2.80 CHF | 500,000 | 500,000 | 499,824 | 499,824 | 1,409,070 CHF | 1,414,070 CHF | 100.00% | 100.00% |
23/04/2024 | 0.37% | 2.77 CHF | 2.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,353,270 CHF | 1,358,270 CHF | 100.00% | 100.00% |
22/04/2024 | 0.38% | 2.65 CHF | 2.66 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,328,410 CHF | 1,333,410 CHF | 100.00% | 100.00% |
19/04/2024 | 0.37% | 2.74 CHF | 2.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,351,880 CHF | 1,356,880 CHF | 99.99% | 99.99% |