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 | 0.34% | 2.98 CHF | 2.99 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 1,459,200 CHF | 1,464,200 CHF | 100.00% | 100.00% |
13/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,452,740 CHF | 1,457,740 CHF | 100.00% | 100.00% |
10/05/2024 | 0.35% | 2.87 CHF | 2.88 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,408,440 CHF | 1,413,440 CHF | 100.00% | 100.00% |
08/05/2024 | 0.33% | 2.92 CHF | 2.93 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,498,190 CHF | 1,503,190 CHF | 99.63% | 99.63% |
07/05/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 500,000 | 500,000 | 499,718 | 499,718 | 1,460,710 CHF | 1,465,710 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,435,360 CHF | 1,440,350 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,431,130 CHF | 1,436,130 CHF | 99.96% | 99.96% |
02/05/2024 | 0.35% | 2.94 CHF | 2.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,433,880 CHF | 1,438,880 CHF | 99.99% | 99.99% |
30/04/2024 | 0.39% | 2.67 CHF | 2.68 CHF | 500,000 | 500,000 | 499,799 | 499,799 | 1,291,020 CHF | 1,296,020 CHF | 100.00% | 100.00% |
29/04/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 1,260,950 CHF | 1,265,950 CHF | 100.00% | 100.00% |