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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.40% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,241,640 CHF | 1,246,640 CHF | 100.00% | 100.00% |
26/04/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,262,870 CHF | 1,267,870 CHF | 99.39% | 99.39% |
25/04/2024 | 0.41% | 2.37 CHF | 2.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,211,500 CHF | 1,216,500 CHF | 100.00% | 100.00% |
24/04/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 499,810 | 499,810 | 1,218,140 CHF | 1,223,140 CHF | 100.00% | 100.00% |
23/04/2024 | 0.43% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,162,460 CHF | 1,167,460 CHF | 100.00% | 100.00% |
22/04/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,137,530 CHF | 1,142,530 CHF | 99.99% | 99.99% |
19/04/2024 | 0.43% | 2.36 CHF | 2.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,161,550 CHF | 1,166,550 CHF | 100.00% | 100.00% |
18/04/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,152,690 CHF | 1,157,690 CHF | 99.99% | 99.99% |
17/04/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 500,000 | 500,000 | 499,184 | 499,184 | 1,268,190 CHF | 1,273,190 CHF | 100.00% | 100.00% |
16/04/2024 | 0.39% | 2.62 CHF | 2.63 CHF | 500,000 | 500,000 | 499,294 | 499,294 | 1,296,090 CHF | 1,301,090 CHF | 100.00% | 100.00% |