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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,173,820 CHF | 1,178,820 CHF | 97.52% | 97.52% |
07/05/2024 | 0.42% | 2.44 CHF | 2.45 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,201,270 CHF | 1,206,270 CHF | 97.83% | 97.83% |
06/05/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,174,480 CHF | 1,179,480 CHF | 99.19% | 99.19% |
03/05/2024 | 0.44% | 2.26 CHF | 2.27 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,127,980 CHF | 1,132,980 CHF | 99.40% | 99.40% |
02/05/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,111,440 CHF | 1,116,440 CHF | 99.47% | 99.47% |
30/04/2024 | 0.44% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,125,920 CHF | 1,130,920 CHF | 85.33% | 85.33% |
29/04/2024 | 0.39% | 2.57 CHF | 2.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,284,040 CHF | 1,289,040 CHF | 99.51% | 99.51% |
26/04/2024 | 0.39% | 2.52 CHF | 2.53 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,263,510 CHF | 1,268,510 CHF | 99.32% | 99.32% |
25/04/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,223,230 CHF | 1,228,230 CHF | 98.46% | 98.46% |
24/04/2024 | 0.40% | 2.48 CHF | 2.49 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,250,450 CHF | 1,255,450 CHF | 97.60% | 97.60% |