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 | 0.28% | 3.64 CHF | 3.65 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,791,330 CHF | 1,796,330 CHF | 100.00% | 100.00% |
13/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,785,020 CHF | 1,790,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,740,460 CHF | 1,745,460 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 3.58 CHF | 3.59 CHF | 500,000 | 500,000 | 499,916 | 499,916 | 1,830,620 CHF | 1,835,620 CHF | 99.63% | 99.63% |
07/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500,000 | 500,000 | 499,712 | 499,712 | 1,793,090 CHF | 1,798,090 CHF | 100.00% | 100.00% |
06/05/2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,766,720 CHF | 1,771,720 CHF | 100.00% | 100.00% |
03/05/2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,763,340 CHF | 1,768,340 CHF | 99.98% | 99.98% |
02/05/2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,768,710 CHF | 1,773,710 CHF | 99.99% | 99.99% |
30/04/2024 | 0.31% | 3.34 CHF | 3.35 CHF | 500,000 | 500,000 | 499,799 | 499,799 | 1,625,470 CHF | 1,630,470 CHF | 100.00% | 100.00% |
29/04/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500,000 | 500,000 | 499,909 | 499,909 | 1,595,450 CHF | 1,600,450 CHF | 100.00% | 100.00% |