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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.18% | 5.58 CHF | 5.59 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,799,790 CHF | 560,958 CHF | 99.27% | 99.27% |
08/05/2024 | 0.19% | 5.35 CHF | 5.36 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,654,550 CHF | 531,910 CHF | 99.27% | 99.27% |
07/05/2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,618,700 CHF | 524,741 CHF | 99.27% | 99.27% |
06/05/2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,630,850 CHF | 527,170 CHF | 99.27% | 99.27% |
03/05/2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,577,840 CHF | 516,568 CHF | 99.14% | 99.14% |
02/05/2024 | 0.20% | 4.84 CHF | 4.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,447,510 CHF | 490,502 CHF | 99.26% | 99.26% |
30/04/2024 | 0.20% | 4.83 CHF | 4.84 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,467,870 CHF | 494,574 CHF | 99.26% | 99.26% |
29/04/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,525,470 CHF | 506,094 CHF | 99.21% | 99.21% |
26/04/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,469,910 CHF | 494,983 CHF | 99.27% | 99.27% |
25/04/2024 | 0.21% | 4.84 CHF | 4.85 CHF | 500,000 | 100,000 | 500,000 | 100,000 | 2,391,690 CHF | 479,339 CHF | 97.46% | 97.46% |