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 | 0.19% | 5.21 CHF | 5.22 CHF | 500,000 | 500,000 | 499,932 | 499,932 | 2,638,750 CHF | 2,643,750 CHF | 100.00% | 100.00% |
13/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,641,890 CHF | 2,646,890 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,690,240 CHF | 2,695,240 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 2,609,980 CHF | 2,614,980 CHF | 99.63% | 99.63% |
07/05/2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500,000 | 500,000 | 499,717 | 499,717 | 2,639,360 CHF | 2,644,360 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 2,655,580 CHF | 2,660,580 CHF | 100.00% | 100.00% |
03/05/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,670,460 CHF | 2,675,460 CHF | 99.98% | 99.98% |
02/05/2024 | 0.19% | 5.32 CHF | 5.33 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,696,160 CHF | 2,701,160 CHF | 99.99% | 99.99% |
30/04/2024 | 0.18% | 5.64 CHF | 5.65 CHF | 500,000 | 500,000 | 499,604 | 499,604 | 2,840,520 CHF | 2,845,520 CHF | 100.00% | 100.00% |
29/04/2024 | 0.17% | 5.68 CHF | 5.69 CHF | 500,000 | 500,000 | 499,923 | 499,923 | 2,867,690 CHF | 2,872,690 CHF | 100.00% | 100.00% |