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 | 0.38% | 2.59 CHF | 2.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,319,170 CHF | 1,324,170 CHF | 97.52% | 97.52% |
07/05/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,346,650 CHF | 1,351,650 CHF | 97.83% | 97.83% |
06/05/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,319,560 CHF | 1,324,560 CHF | 99.19% | 99.19% |
03/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,272,910 CHF | 1,277,910 CHF | 99.43% | 99.43% |
02/05/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,256,570 CHF | 1,261,570 CHF | 99.50% | 99.50% |
30/04/2024 | 0.39% | 2.47 CHF | 2.48 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,271,310 CHF | 1,276,310 CHF | 85.35% | 85.35% |
29/04/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,429,150 CHF | 1,434,150 CHF | 99.52% | 99.52% |
26/04/2024 | 0.35% | 2.81 CHF | 2.82 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,408,770 CHF | 1,413,770 CHF | 99.32% | 99.32% |
25/04/2024 | 0.36% | 2.70 CHF | 2.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,368,570 CHF | 1,373,570 CHF | 98.40% | 98.40% |
24/04/2024 | 0.36% | 2.77 CHF | 2.78 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,395,430 CHF | 1,400,430 CHF | 97.60% | 97.60% |