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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.19% | 5.08 CHF | 5.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,573,380 CHF | 2,578,380 CHF | 100.00% | 100.00% |
30/04/2024 | 0.18% | 5.39 CHF | 5.40 CHF | 500,000 | 500,000 | 499,602 | 499,602 | 2,718,210 CHF | 2,723,210 CHF | 100.00% | 100.00% |
29/04/2024 | 0.18% | 5.44 CHF | 5.45 CHF | 500,000 | 500,000 | 499,920 | 499,920 | 2,745,470 CHF | 2,750,470 CHF | 100.00% | 100.00% |
26/04/2024 | 0.18% | 5.53 CHF | 5.54 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,767,480 CHF | 2,772,480 CHF | 99.39% | 99.39% |
25/04/2024 | 0.18% | 5.38 CHF | 5.39 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,717,430 CHF | 2,722,430 CHF | 99.99% | 99.99% |
24/04/2024 | 0.18% | 5.42 CHF | 5.43 CHF | 500,000 | 500,000 | 499,823 | 499,823 | 2,724,250 CHF | 2,729,250 CHF | 100.00% | 100.00% |
23/04/2024 | 0.19% | 5.39 CHF | 5.40 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,664,730 CHF | 2,669,730 CHF | 99.99% | 99.99% |
22/04/2024 | 0.19% | 5.28 CHF | 5.29 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,639,230 CHF | 2,644,230 CHF | 99.99% | 99.99% |
19/04/2024 | 0.19% | 5.36 CHF | 5.37 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,658,210 CHF | 2,663,210 CHF | 99.98% | 99.98% |
18/04/2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,651,080 CHF | 2,656,080 CHF | 99.98% | 99.98% |