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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.35% | 2.91 CHF | 2.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,446,170 CHF | 1,451,170 CHF | 98.24% | 98.24% |
08/05/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,475,150 CHF | 1,480,150 CHF | 97.52% | 97.52% |
07/05/2024 | 0.33% | 3.05 CHF | 3.06 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,502,630 CHF | 1,507,630 CHF | 97.83% | 97.83% |
06/05/2024 | 0.34% | 2.94 CHF | 2.95 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,475,230 CHF | 1,480,230 CHF | 99.19% | 99.19% |
03/05/2024 | 0.35% | 2.86 CHF | 2.87 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,428,420 CHF | 1,433,420 CHF | 99.46% | 99.46% |
02/05/2024 | 0.35% | 2.82 CHF | 2.83 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,412,310 CHF | 1,417,310 CHF | 99.48% | 99.48% |
30/04/2024 | 0.35% | 2.78 CHF | 2.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,427,300 CHF | 1,432,300 CHF | 85.32% | 85.32% |
29/04/2024 | 0.31% | 3.17 CHF | 3.18 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,584,860 CHF | 1,589,860 CHF | 99.52% | 99.52% |
26/04/2024 | 0.32% | 3.12 CHF | 3.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,564,620 CHF | 1,569,620 CHF | 99.32% | 99.32% |
25/04/2024 | 0.33% | 3.01 CHF | 3.02 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,524,490 CHF | 1,529,490 CHF | 98.47% | 98.47% |