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 | 0.05% | 22.08 CHF | 22.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,547,700 CHF | 5,550,200 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 21.83 CHF | 21.84 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,449,760 CHF | 5,452,260 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 21.89 CHF | 21.90 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,446,730 CHF | 5,449,230 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 21.51 CHF | 21.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,352,410 CHF | 5,354,910 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,244,550 CHF | 5,247,050 CHF | 99.64% | 99.64% |
02/05/2024 | 0.05% | 20.69 CHF | 20.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,172,050 CHF | 5,174,550 CHF | 99.56% | 99.56% |
30/04/2024 | 0.05% | 21.13 CHF | 21.14 CHF | 250,000 | 250,000 | 249,775 | 249,775 | 5,312,130 CHF | 5,314,630 CHF | 99.99% | 99.99% |
29/04/2024 | 0.05% | 21.27 CHF | 21.28 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 5,323,020 CHF | 5,325,520 CHF | 99.60% | 99.60% |
26/04/2024 | 0.05% | 21.24 CHF | 21.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,277,770 CHF | 5,280,270 CHF | 99.66% | 99.66% |
25/04/2024 | 0.05% | 20.40 CHF | 20.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,148,280 CHF | 5,150,780 CHF | 99.97% | 99.97% |