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% | 25.59 CHF | 25.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,402,640 CHF | 6,405,140 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 25.51 CHF | 25.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,404,620 CHF | 6,407,120 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 25.27 CHF | 25.28 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 6,307,860 CHF | 6,310,360 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 25.31 CHF | 25.32 CHF | 250,000 | 250,000 | 249,886 | 249,886 | 6,303,070 CHF | 6,305,570 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 24.93 CHF | 24.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,206,940 CHF | 6,209,440 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 24.43 CHF | 24.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,099,640 CHF | 6,102,140 CHF | 99.61% | 99.61% |
02/05/2024 | 0.04% | 24.14 CHF | 24.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,032,600 CHF | 6,035,100 CHF | 99.51% | 99.51% |
30/04/2024 | 0.04% | 24.58 CHF | 24.59 CHF | 250,000 | 250,000 | 249,775 | 249,775 | 6,172,160 CHF | 6,174,660 CHF | 100.00% | 100.00% |
29/04/2024 | 0.04% | 24.70 CHF | 24.71 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 6,182,370 CHF | 6,184,870 CHF | 99.60% | 99.60% |
26/04/2024 | 0.04% | 24.68 CHF | 24.69 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 6,136,080 CHF | 6,138,580 CHF | 99.62% | 99.62% |