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 | 0.30% | 3.30 CHF | 3.31 CHF | 500,000 | 500,000 | 499,005 | 499,005 | 1,655,480 CHF | 1,660,480 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 1,625,210 CHF | 1,630,210 CHF | 100.00% | 100.00% |
13/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,619,030 CHF | 1,624,030 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 3.20 CHF | 3.21 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,574,290 CHF | 1,579,290 CHF | 100.00% | 100.00% |
08/05/2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,664,320 CHF | 1,669,320 CHF | 99.63% | 99.63% |
07/05/2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500,000 | 500,000 | 499,705 | 499,705 | 1,626,570 CHF | 1,631,570 CHF | 100.00% | 100.00% |
06/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,601,300 CHF | 1,606,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,597,470 CHF | 1,602,470 CHF | 99.94% | 99.94% |
02/05/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,601,090 CHF | 1,606,090 CHF | 99.99% | 99.99% |
30/04/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500,000 | 500,000 | 499,799 | 499,799 | 1,458,510 CHF | 1,463,510 CHF | 99.99% | 99.99% |