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 | 0.23% | 4.33 CHF | 4.34 CHF | 500,000 | 500,000 | 499,627 | 499,627 | 2,156,560 CHF | 2,161,560 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 499,012 | 499,012 | 2,118,070 CHF | 2,123,070 CHF | 100.00% | 100.00% |
14/05/2024 | 0.23% | 4.26 CHF | 4.27 CHF | 500,000 | 500,000 | 499,875 | 499,875 | 2,163,080 CHF | 2,168,080 CHF | 100.00% | 100.00% |
13/05/2024 | 0.23% | 4.35 CHF | 4.36 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,161,740 CHF | 2,166,740 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,206,200 CHF | 2,211,200 CHF | 100.00% | 100.00% |
08/05/2024 | 0.24% | 4.32 CHF | 4.33 CHF | 500,000 | 500,000 | 499,893 | 499,893 | 2,114,640 CHF | 2,119,640 CHF | 99.29% | 99.29% |
07/05/2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500,000 | 500,000 | 499,661 | 499,661 | 2,142,070 CHF | 2,147,070 CHF | 100.00% | 100.00% |
06/05/2024 | 0.23% | 4.31 CHF | 4.32 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,163,680 CHF | 2,168,680 CHF | 100.00% | 100.00% |
03/05/2024 | 0.23% | 4.30 CHF | 4.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,175,780 CHF | 2,180,780 CHF | 99.99% | 99.99% |
02/05/2024 | 0.23% | 4.34 CHF | 4.35 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,208,030 CHF | 2,213,030 CHF | 100.00% | 100.00% |