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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.44% | 2.30 CHF | 2.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,129,750 CHF | 1,134,750 CHF | 97.83% | 97.83% |
06/05/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,103,100 CHF | 1,108,100 CHF | 99.19% | 99.19% |
03/05/2024 | 0.47% | 2.12 CHF | 2.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,056,670 CHF | 1,061,670 CHF | 99.42% | 99.42% |
02/05/2024 | 0.48% | 2.08 CHF | 2.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,040,030 CHF | 1,045,030 CHF | 99.50% | 99.50% |
30/04/2024 | 0.47% | 2.03 CHF | 2.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,054,400 CHF | 1,059,400 CHF | 85.33% | 85.33% |
29/04/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,212,660 CHF | 1,217,660 CHF | 99.52% | 99.52% |
26/04/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,192,050 CHF | 1,197,050 CHF | 99.32% | 99.32% |
25/04/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,151,730 CHF | 1,156,730 CHF | 98.47% | 98.47% |
24/04/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,179,120 CHF | 1,184,120 CHF | 97.60% | 97.60% |
23/04/2024 | 0.43% | 2.37 CHF | 2.38 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,166,900 CHF | 1,171,900 CHF | 99.57% | 99.57% |