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 | 0.32% | 3.07 CHF | 3.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,558,010 CHF | 1,563,010 CHF | 97.52% | 97.52% |
07/05/2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,585,500 CHF | 1,590,500 CHF | 97.83% | 97.83% |
06/05/2024 | 0.32% | 3.10 CHF | 3.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,557,930 CHF | 1,562,930 CHF | 99.19% | 99.19% |
03/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,511,030 CHF | 1,516,030 CHF | 99.41% | 99.41% |
02/05/2024 | 0.33% | 2.99 CHF | 3.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,495,040 CHF | 1,500,040 CHF | 99.50% | 99.50% |
30/04/2024 | 0.33% | 2.95 CHF | 2.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,510,180 CHF | 1,515,180 CHF | 85.33% | 85.33% |
29/04/2024 | 0.30% | 3.34 CHF | 3.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,667,570 CHF | 1,672,570 CHF | 99.53% | 99.53% |
26/04/2024 | 0.30% | 3.29 CHF | 3.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,647,430 CHF | 1,652,430 CHF | 99.31% | 99.31% |
25/04/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,607,350 CHF | 1,612,350 CHF | 98.44% | 98.44% |
24/04/2024 | 0.31% | 3.25 CHF | 3.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,633,640 CHF | 1,638,640 CHF | 97.59% | 97.59% |