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 | 0.04% | 23.24 CHF | 23.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,836,780 CHF | 5,839,280 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 22.99 CHF | 23.00 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 5,739,300 CHF | 5,741,800 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 23.04 CHF | 23.05 CHF | 250,000 | 250,000 | 249,872 | 249,872 | 5,735,380 CHF | 5,737,880 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 22.66 CHF | 22.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,640,720 CHF | 5,643,220 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,533,040 CHF | 5,535,540 CHF | 99.58% | 99.58% |
02/05/2024 | 0.05% | 21.86 CHF | 21.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,462,360 CHF | 5,464,860 CHF | 99.56% | 99.56% |
30/04/2024 | 0.04% | 22.29 CHF | 22.30 CHF | 250,000 | 250,000 | 249,774 | 249,774 | 5,602,320 CHF | 5,604,820 CHF | 99.98% | 99.98% |
29/04/2024 | 0.04% | 22.43 CHF | 22.44 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 5,612,990 CHF | 5,615,490 CHF | 99.63% | 99.63% |
26/04/2024 | 0.04% | 22.40 CHF | 22.41 CHF | 250,000 | 250,000 | 249,991 | 249,991 | 5,567,490 CHF | 5,569,990 CHF | 99.66% | 99.66% |
25/04/2024 | 0.05% | 21.56 CHF | 21.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,438,500 CHF | 5,441,000 CHF | 99.96% | 99.96% |