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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.23% | 4.40 CHF | 4.41 CHF | 500,000 | 500,000 | 497,090 | 497,090 | 2,218,450 CHF | 2,223,450 CHF | 100.00% | 100.00% |
22/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,225,740 CHF | 2,230,740 CHF | 100.00% | 100.00% |
21/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 500,000 | 500,000 | 499,480 | 499,480 | 2,239,780 CHF | 2,244,780 CHF | 100.00% | 100.00% |
17/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,262,460 CHF | 2,267,460 CHF | 100.00% | 100.00% |
16/05/2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500,000 | 500,000 | 499,610 | 499,610 | 2,224,600 CHF | 2,229,600 CHF | 100.00% | 100.00% |
15/05/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500,000 | 500,000 | 499,008 | 499,008 | 2,185,900 CHF | 2,190,900 CHF | 99.99% | 99.99% |
14/05/2024 | 0.22% | 4.40 CHF | 4.41 CHF | 500,000 | 500,000 | 499,880 | 499,880 | 2,231,700 CHF | 2,236,700 CHF | 100.00% | 100.00% |
13/05/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,230,030 CHF | 2,235,030 CHF | 100.00% | 100.00% |
10/05/2024 | 0.22% | 4.50 CHF | 4.51 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,274,290 CHF | 2,279,290 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.45 CHF | 4.46 CHF | 500,000 | 500,000 | 499,888 | 499,888 | 2,183,060 CHF | 2,188,060 CHF | 99.29% | 99.29% |