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 | 0.50% | 1.99 CHF | 2.00 CHF | 500,000 | 500,000 | 499,081 | 499,081 | 1,003,220 CHF | 1,008,220 CHF | 100.00% | 100.00% |
14/05/2024 | 0.51% | 2.00 CHF | 2.01 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 969,782 CHF | 974,782 CHF | 100.00% | 100.00% |
13/05/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 964,191 CHF | 969,191 CHF | 100.00% | 100.00% |
10/05/2024 | 0.54% | 1.89 CHF | 1.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 919,111 CHF | 924,111 CHF | 100.00% | 100.00% |
08/05/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 1,007,610 CHF | 1,012,610 CHF | 99.63% | 99.63% |
07/05/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 499,714 | 499,714 | 971,596 CHF | 976,596 CHF | 100.00% | 100.00% |
06/05/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 947,316 CHF | 952,314 CHF | 100.00% | 100.00% |
03/05/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 941,660 CHF | 946,660 CHF | 100.00% | 100.00% |
02/05/2024 | 0.53% | 1.96 CHF | 1.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 940,984 CHF | 945,984 CHF | 99.99% | 99.99% |
30/04/2024 | 0.63% | 1.68 CHF | 1.69 CHF | 500,000 | 500,000 | 499,791 | 499,791 | 798,176 CHF | 803,176 CHF | 99.99% | 99.99% |