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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.21% | 4.87 CHF | 4.88 CHF | 500,000 | 500,000 | 499,617 | 499,617 | 2,423,200 CHF | 2,428,200 CHF | 99.99% | 99.99% |
15/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 499,011 | 499,011 | 2,384,750 CHF | 2,389,750 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 499,879 | 499,879 | 2,430,830 CHF | 2,435,830 CHF | 100.00% | 100.00% |
13/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,428,750 CHF | 2,433,750 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.90 CHF | 4.91 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,473,460 CHF | 2,478,460 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 500,000 | 500,000 | 499,890 | 499,890 | 2,382,370 CHF | 2,387,370 CHF | 99.29% | 99.29% |
07/05/2024 | 0.21% | 4.81 CHF | 4.82 CHF | 500,000 | 500,000 | 499,661 | 499,661 | 2,408,680 CHF | 2,413,680 CHF | 100.00% | 100.00% |
06/05/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,430,080 CHF | 2,435,080 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.83 CHF | 4.84 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,442,850 CHF | 2,447,850 CHF | 99.98% | 99.98% |
02/05/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,477,220 CHF | 2,482,220 CHF | 99.99% | 99.99% |