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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 0.04% | 22.49 CHF | 22.50 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,198,770 CHF | 4,200,640 CHF | 99.72% | 99.72% |
03/05/2024 | 0.05% | 22.09 CHF | 22.10 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,146,270 CHF | 4,148,140 CHF | 99.42% | 99.42% |
02/05/2024 | 0.05% | 22.04 CHF | 22.05 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,135,090 CHF | 4,136,970 CHF | 99.58% | 99.58% |
30/04/2024 | 0.04% | 22.14 CHF | 22.15 CHF | 187,500 | 187,500 | 187,370 | 187,370 | 4,180,290 CHF | 4,182,160 CHF | 100.00% | 100.00% |
29/04/2024 | 0.05% | 22.45 CHF | 22.46 CHF | 187,500 | 187,500 | 186,161 | 186,161 | 4,189,630 CHF | 4,191,500 CHF | 99.61% | 99.61% |
26/04/2024 | 0.04% | 22.52 CHF | 22.53 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,198,100 CHF | 4,199,980 CHF | 99.12% | 99.12% |
25/04/2024 | 0.05% | 22.09 CHF | 22.10 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,155,400 CHF | 4,157,280 CHF | 99.98% | 99.98% |
24/04/2024 | 0.04% | 22.34 CHF | 22.35 CHF | 187,500 | 187,500 | 187,459 | 187,459 | 4,226,490 CHF | 4,228,370 CHF | 100.00% | 100.00% |
23/04/2024 | 0.05% | 22.42 CHF | 22.43 CHF | 187,500 | 187,500 | 187,500 | 187,500 | 4,160,550 CHF | 4,162,430 CHF | 100.00% | 100.00% |
22/04/2024 | 0.05% | 21.78 CHF | 21.79 CHF | 187,500 | 187,500 | 187,451 | 187,451 | 4,076,660 CHF | 4,078,540 CHF | 100.00% | 100.00% |