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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,104,720 CHF | 2,109,920 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,162,380 CHF | 2,167,580 CHF | 100.00% | 100.00% |
08/05/2024 | 0.28% | 3.60 CHF | 3.61 CHF | 520,000 | 520,000 | 519,918 | 519,918 | 1,886,310 CHF | 1,891,510 CHF | 99.41% | 99.41% |
07/05/2024 | 0.30% | 3.54 CHF | 3.55 CHF | 530,000 | 530,000 | 529,515 | 529,515 | 1,738,290 CHF | 1,743,590 CHF | 100.00% | 100.00% |
06/05/2024 | 0.34% | 3.01 CHF | 3.02 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 1,616,910 CHF | 1,622,410 CHF | 99.74% | 99.74% |
03/05/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 560,000 | 560,000 | 552,838 | 552,838 | 1,494,960 CHF | 1,500,540 CHF | 99.31% | 99.31% |
02/05/2024 | 0.38% | 2.62 CHF | 2.63 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 1,478,070 CHF | 1,483,670 CHF | 98.92% | 98.92% |
30/04/2024 | 0.35% | 2.66 CHF | 2.67 CHF | 550,000 | 550,000 | 549,693 | 549,693 | 1,572,940 CHF | 1,578,440 CHF | 99.73% | 99.73% |
29/04/2024 | 0.34% | 3.04 CHF | 3.05 CHF | 550,000 | 550,000 | 546,032 | 546,032 | 1,681,910 CHF | 1,687,370 CHF | 99.26% | 99.26% |
26/04/2024 | 0.34% | 3.11 CHF | 3.12 CHF | 570,000 | 570,000 | 566,873 | 566,873 | 1,675,850 CHF | 1,681,540 CHF | 98.52% | 98.52% |