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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 804,200 | 804,200 | 804,200 | 804,200 | 3,988,570 CHF | 3,996,620 CHF | 99.58% | 99.58% |
30/04/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 772,300 | 772,300 | 771,499 | 771,499 | 3,942,160 CHF | 3,949,890 CHF | 100.00% | 100.00% |
29/04/2024 | 0.20% | 5.11 CHF | 5.12 CHF | 779,900 | 779,900 | 779,487 | 779,487 | 3,985,700 CHF | 3,993,500 CHF | 99.63% | 99.63% |
26/04/2024 | 0.20% | 5.06 CHF | 5.07 CHF | 789,000 | 789,000 | 789,000 | 789,000 | 3,977,720 CHF | 3,985,610 CHF | 99.67% | 99.67% |
25/04/2024 | 0.20% | 4.87 CHF | 4.88 CHF | 765,200 | 765,200 | 764,801 | 764,801 | 3,866,670 CHF | 3,874,320 CHF | 100.00% | 100.00% |
23/04/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 777,600 | 777,600 | 777,598 | 777,598 | 3,991,460 CHF | 3,999,230 CHF | 99.58% | 99.58% |
22/04/2024 | 0.20% | 4.97 CHF | 4.98 CHF | 791,800 | 791,800 | 790,557 | 790,557 | 3,982,800 CHF | 3,990,720 CHF | 100.00% | 100.00% |
19/04/2024 | 0.21% | 4.94 CHF | 4.95 CHF | 805,400 | 805,400 | 805,400 | 805,400 | 3,883,360 CHF | 3,891,420 CHF | 100.00% | 100.00% |
18/04/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 806,900 | 806,900 | 806,900 | 806,900 | 3,941,680 CHF | 3,949,750 CHF | 99.98% | 99.98% |
17/04/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 803,600 | 803,600 | 802,326 | 802,326 | 3,944,930 CHF | 3,952,960 CHF | 100.00% | 100.00% |