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% | 24.45 CHF | 24.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,118,230 CHF | 6,120,730 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 24.37 CHF | 24.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,120,310 CHF | 6,122,810 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 24.13 CHF | 24.14 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 6,023,200 CHF | 6,025,700 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 24.18 CHF | 24.19 CHF | 250,000 | 250,000 | 249,871 | 249,871 | 6,018,570 CHF | 6,021,070 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 23.79 CHF | 23.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,923,400 CHF | 5,925,900 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 23.30 CHF | 23.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,815,870 CHF | 5,818,370 CHF | 99.56% | 99.56% |
02/05/2024 | 0.04% | 23.00 CHF | 23.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,747,040 CHF | 5,749,540 CHF | 99.54% | 99.54% |
30/04/2024 | 0.04% | 23.43 CHF | 23.44 CHF | 250,000 | 250,000 | 249,769 | 249,769 | 5,886,640 CHF | 5,889,140 CHF | 99.97% | 99.97% |
29/04/2024 | 0.04% | 23.56 CHF | 23.57 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 5,897,220 CHF | 5,899,720 CHF | 99.59% | 99.59% |
26/04/2024 | 0.04% | 23.54 CHF | 23.55 CHF | 250,000 | 250,000 | 249,987 | 249,987 | 5,851,620 CHF | 5,854,120 CHF | 99.63% | 99.63% |