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 | 0.40% | 2.45 CHF | 2.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,479,210 CHF | 495,070 CHF | 98.76% | 98.76% |
08/05/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,471,840 CHF | 492,613 CHF | 98.74% | 98.74% |
07/05/2024 | 0.42% | 2.41 CHF | 2.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,420,030 CHF | 475,344 CHF | 98.79% | 98.79% |
06/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,390,830 CHF | 465,611 CHF | 98.80% | 98.80% |
03/05/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,380,490 CHF | 462,163 CHF | 98.74% | 98.74% |
02/05/2024 | 0.44% | 2.28 CHF | 2.29 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,368,510 CHF | 458,170 CHF | 98.77% | 98.77% |
30/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,392,030 CHF | 466,010 CHF | 98.73% | 98.73% |
29/04/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,429,720 CHF | 478,572 CHF | 98.81% | 98.81% |
26/04/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,446,790 CHF | 484,264 CHF | 98.80% | 98.80% |
25/04/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,410,900 CHF | 472,301 CHF | 98.70% | 98.70% |