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 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 497,099 | 497,099 | 2,018,630 CHF | 2,023,630 CHF | 100.00% | 100.00% |
22/05/2024 | 0.25% | 4.10 CHF | 4.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,024,720 CHF | 2,029,720 CHF | 100.00% | 100.00% |
21/05/2024 | 0.25% | 4.13 CHF | 4.14 CHF | 500,000 | 500,000 | 499,480 | 499,480 | 2,039,870 CHF | 2,044,870 CHF | 99.98% | 99.98% |
17/05/2024 | 0.24% | 4.13 CHF | 4.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,062,600 CHF | 2,067,600 CHF | 100.00% | 100.00% |
16/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 500,000 | 500,000 | 499,610 | 499,610 | 2,026,530 CHF | 2,031,530 CHF | 100.00% | 100.00% |
15/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 499,015 | 499,015 | 1,987,550 CHF | 1,992,550 CHF | 100.00% | 100.00% |
14/05/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 499,880 | 499,880 | 2,032,070 CHF | 2,037,070 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,031,270 CHF | 2,036,270 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.10 CHF | 4.11 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,075,100 CHF | 2,080,100 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 499,888 | 499,888 | 1,983,780 CHF | 1,988,780 CHF | 99.29% | 99.29% |