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 | 0.48% | 2.03 CHF | 2.04 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,040,650 CHF | 1,045,650 CHF | 97.52% | 97.52% |
07/05/2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,068,100 CHF | 1,073,100 CHF | 97.83% | 97.83% |
06/05/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,041,570 CHF | 1,046,570 CHF | 99.19% | 99.19% |
03/05/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 995,196 CHF | 1,000,200 CHF | 99.45% | 99.45% |
02/05/2024 | 0.51% | 1.95 CHF | 1.96 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 978,470 CHF | 983,470 CHF | 99.50% | 99.50% |
30/04/2024 | 0.50% | 1.91 CHF | 1.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 992,734 CHF | 997,734 CHF | 85.34% | 85.34% |
29/04/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,151,100 CHF | 1,156,100 CHF | 99.52% | 99.52% |
26/04/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,130,440 CHF | 1,135,440 CHF | 99.31% | 99.31% |
25/04/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,090,110 CHF | 1,095,110 CHF | 98.43% | 98.43% |
24/04/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,117,630 CHF | 1,122,630 CHF | 97.59% | 97.59% |