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% | 26.16 CHF | 26.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,545,200 CHF | 6,547,700 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 26.08 CHF | 26.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,547,110 CHF | 6,549,610 CHF | 100.00% | 100.00% |
08/05/2024 | 0.04% | 25.84 CHF | 25.85 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 6,450,630 CHF | 6,453,130 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 25.88 CHF | 25.89 CHF | 250,000 | 250,000 | 249,871 | 249,871 | 6,445,070 CHF | 6,447,570 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 25.50 CHF | 25.51 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,348,960 CHF | 6,351,460 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 25.00 CHF | 25.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,241,780 CHF | 6,244,280 CHF | 99.56% | 99.56% |
02/05/2024 | 0.04% | 24.71 CHF | 24.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,175,700 CHF | 6,178,200 CHF | 99.55% | 99.55% |
30/04/2024 | 0.04% | 25.16 CHF | 25.17 CHF | 250,000 | 250,000 | 249,818 | 249,818 | 6,316,290 CHF | 6,318,790 CHF | 100.00% | 100.00% |
29/04/2024 | 0.04% | 25.27 CHF | 25.28 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 6,325,230 CHF | 6,327,730 CHF | 99.59% | 99.59% |
26/04/2024 | 0.04% | 25.26 CHF | 25.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,279,910 CHF | 6,282,410 CHF | 99.65% | 99.65% |