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 | 0.38% | 2.64 CHF | 2.65 CHF | 500,000 | 500,000 | 499,109 | 499,109 | 1,325,300 CHF | 1,330,300 CHF | 100.00% | 100.00% |
14/05/2024 | 0.39% | 2.65 CHF | 2.66 CHF | 500,000 | 500,000 | 499,914 | 499,914 | 1,293,360 CHF | 1,298,360 CHF | 100.00% | 100.00% |
13/05/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,286,870 CHF | 1,291,870 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 2.54 CHF | 2.55 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,242,450 CHF | 1,247,450 CHF | 100.00% | 100.00% |
08/05/2024 | 0.37% | 2.58 CHF | 2.59 CHF | 500,000 | 500,000 | 499,915 | 499,915 | 1,331,440 CHF | 1,336,440 CHF | 99.63% | 99.63% |
07/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,294,810 CHF | 1,299,810 CHF | 100.00% | 100.00% |
06/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 1,269,880 CHF | 1,274,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,265,300 CHF | 1,270,300 CHF | 99.96% | 99.96% |
02/05/2024 | 0.39% | 2.61 CHF | 2.62 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,266,700 CHF | 1,271,700 CHF | 100.00% | 100.00% |
30/04/2024 | 0.44% | 2.33 CHF | 2.34 CHF | 500,000 | 500,000 | 499,799 | 499,799 | 1,123,520 CHF | 1,128,520 CHF | 100.00% | 100.00% |