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 | 0.41% | 2.43 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,206,690 CHF | 1,211,690 CHF | 98.24% | 98.24% |
08/05/2024 | 0.40% | 2.42 CHF | 2.44 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,235,940 CHF | 1,240,940 CHF | 97.52% | 97.52% |
07/05/2024 | 0.40% | 2.57 CHF | 2.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,263,400 CHF | 1,268,400 CHF | 97.83% | 97.83% |
06/05/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,236,490 CHF | 1,241,490 CHF | 99.19% | 99.19% |
03/05/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,189,920 CHF | 1,194,920 CHF | 99.41% | 99.41% |
02/05/2024 | 0.43% | 2.34 CHF | 2.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,173,460 CHF | 1,178,460 CHF | 99.49% | 99.49% |
30/04/2024 | 0.42% | 2.30 CHF | 2.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,188,060 CHF | 1,193,060 CHF | 85.32% | 85.32% |
29/04/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,346,060 CHF | 1,351,060 CHF | 99.53% | 99.53% |
26/04/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,325,590 CHF | 1,330,590 CHF | 99.32% | 99.32% |
25/04/2024 | 0.39% | 2.53 CHF | 2.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,285,330 CHF | 1,290,330 CHF | 98.48% | 98.48% |