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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,966,860 CHF | 2,971,860 CHF | 99.40% | 99.40% |
25/04/2024 | 0.17% | 5.78 CHF | 5.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,917,530 CHF | 2,922,530 CHF | 99.99% | 99.99% |
24/04/2024 | 0.17% | 5.82 CHF | 5.83 CHF | 500,000 | 500,000 | 499,818 | 499,818 | 2,923,830 CHF | 2,928,830 CHF | 100.00% | 100.00% |
23/04/2024 | 0.17% | 5.79 CHF | 5.80 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,863,780 CHF | 2,868,780 CHF | 100.00% | 100.00% |
22/04/2024 | 0.18% | 5.68 CHF | 5.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,838,850 CHF | 2,843,850 CHF | 100.00% | 100.00% |
19/04/2024 | 0.17% | 5.75 CHF | 5.76 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,856,740 CHF | 2,861,740 CHF | 99.99% | 99.99% |
18/04/2024 | 0.18% | 5.69 CHF | 5.70 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,849,810 CHF | 2,854,810 CHF | 99.98% | 99.98% |
17/04/2024 | 0.17% | 5.93 CHF | 5.94 CHF | 500,000 | 500,000 | 499,006 | 499,006 | 2,964,090 CHF | 2,969,090 CHF | 99.99% | 99.99% |
16/04/2024 | 0.17% | 6.02 CHF | 6.03 CHF | 500,000 | 500,000 | 498,927 | 498,927 | 2,994,330 CHF | 2,999,330 CHF | 100.00% | 100.00% |
15/04/2024 | 0.17% | 5.96 CHF | 5.97 CHF | 500,000 | 500,000 | 499,893 | 499,893 | 2,987,680 CHF | 2,992,680 CHF | 100.00% | 100.00% |