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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.21% | 4.79 CHF | 4.80 CHF | 500,000 | 500,000 | 499,018 | 499,018 | 2,382,660 CHF | 2,387,660 CHF | 100.00% | 100.00% |
14/05/2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500,000 | 500,000 | 499,932 | 499,932 | 2,431,960 CHF | 2,436,960 CHF | 99.99% | 99.99% |
13/05/2024 | 0.21% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,435,300 CHF | 2,440,300 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,483,650 CHF | 2,488,650 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 4.89 CHF | 4.90 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 2,402,920 CHF | 2,407,920 CHF | 99.63% | 99.63% |
07/05/2024 | 0.21% | 4.85 CHF | 4.86 CHF | 500,000 | 500,000 | 499,719 | 499,719 | 2,432,760 CHF | 2,437,760 CHF | 100.00% | 100.00% |
06/05/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 2,449,880 CHF | 2,454,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,464,520 CHF | 2,469,520 CHF | 99.95% | 99.95% |
02/05/2024 | 0.20% | 4.91 CHF | 4.92 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,488,070 CHF | 2,493,070 CHF | 99.99% | 99.99% |
30/04/2024 | 0.19% | 5.22 CHF | 5.23 CHF | 500,000 | 500,000 | 499,603 | 499,603 | 2,632,970 CHF | 2,637,970 CHF | 99.98% | 99.98% |