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 | 0.06% | 17.57 CHF | 17.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,421,690 CHF | 4,424,190 CHF | 99.99% | 99.99% |
08/05/2024 | 0.06% | 17.32 CHF | 17.33 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,322,310 CHF | 4,324,810 CHF | 99.67% | 99.67% |
07/05/2024 | 0.06% | 17.39 CHF | 17.40 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,321,750 CHF | 4,324,250 CHF | 99.73% | 99.73% |
06/05/2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,229,730 CHF | 4,232,230 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 16.54 CHF | 16.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,121,050 CHF | 4,123,550 CHF | 99.64% | 99.64% |
02/05/2024 | 0.06% | 16.17 CHF | 16.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,041,360 CHF | 4,043,860 CHF | 99.54% | 99.54% |
30/04/2024 | 0.06% | 16.58 CHF | 16.59 CHF | 250,000 | 250,000 | 249,759 | 249,759 | 4,181,960 CHF | 4,184,460 CHF | 99.97% | 99.97% |
29/04/2024 | 0.06% | 16.76 CHF | 16.77 CHF | 250,000 | 250,000 | 249,965 | 249,965 | 4,194,130 CHF | 4,196,630 CHF | 99.61% | 99.61% |
26/04/2024 | 0.06% | 16.71 CHF | 16.72 CHF | 250,000 | 250,000 | 249,952 | 249,952 | 4,147,950 CHF | 4,150,450 CHF | 99.65% | 99.65% |
25/04/2024 | 0.06% | 15.88 CHF | 15.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,017,940 CHF | 4,020,440 CHF | 99.97% | 99.97% |