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 | 0.04% | 27.49 CHF | 27.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,876,910 CHF | 6,879,410 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 27.41 CHF | 27.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,879,740 CHF | 6,882,240 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 27.17 CHF | 27.18 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 6,782,560 CHF | 6,785,060 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 27.21 CHF | 27.22 CHF | 250,000 | 250,000 | 249,871 | 249,871 | 6,777,290 CHF | 6,779,790 CHF | 99.73% | 99.73% |
06/05/2024 | 0.04% | 26.82 CHF | 26.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,679,820 CHF | 6,682,320 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 26.33 CHF | 26.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,574,050 CHF | 6,576,550 CHF | 99.59% | 99.59% |
02/05/2024 | 0.04% | 26.05 CHF | 26.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,509,290 CHF | 6,511,790 CHF | 99.53% | 99.53% |
30/04/2024 | 0.04% | 26.50 CHF | 26.51 CHF | 250,000 | 250,000 | 249,773 | 249,773 | 6,648,870 CHF | 6,651,370 CHF | 99.98% | 99.98% |
29/04/2024 | 0.04% | 26.60 CHF | 26.61 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 6,657,820 CHF | 6,660,320 CHF | 99.58% | 99.58% |
26/04/2024 | 0.04% | 26.59 CHF | 26.60 CHF | 250,000 | 250,000 | 249,987 | 249,987 | 6,611,320 CHF | 6,613,820 CHF | 99.62% | 99.62% |