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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.18% | 5.62 CHF | 5.63 CHF | 500,000 | 500,000 | 499,932 | 499,932 | 2,846,640 CHF | 2,851,640 CHF | 100.00% | 100.00% |
13/05/2024 | 0.18% | 5.71 CHF | 5.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,850,020 CHF | 2,855,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,898,150 CHF | 2,903,150 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.72 CHF | 5.73 CHF | 500,000 | 500,000 | 499,908 | 499,908 | 2,818,100 CHF | 2,823,100 CHF | 99.63% | 99.63% |
07/05/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 500,000 | 500,000 | 499,721 | 499,721 | 2,847,100 CHF | 2,852,100 CHF | 100.00% | 100.00% |
06/05/2024 | 0.17% | 5.72 CHF | 5.73 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 2,863,040 CHF | 2,868,040 CHF | 100.00% | 100.00% |
03/05/2024 | 0.17% | 5.71 CHF | 5.72 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,878,290 CHF | 2,883,290 CHF | 99.97% | 99.97% |
02/05/2024 | 0.17% | 5.74 CHF | 5.75 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,904,530 CHF | 2,909,530 CHF | 100.00% | 100.00% |
30/04/2024 | 0.16% | 6.06 CHF | 6.07 CHF | 500,000 | 500,000 | 499,604 | 499,604 | 3,049,460 CHF | 3,054,460 CHF | 100.00% | 100.00% |
29/04/2024 | 0.16% | 6.10 CHF | 6.11 CHF | 500,000 | 500,000 | 499,914 | 499,914 | 3,076,370 CHF | 3,081,370 CHF | 100.00% | 100.00% |