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 | 0.21% | 4.68 CHF | 4.69 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,373,110 CHF | 2,378,110 CHF | 100.00% | 100.00% |
30/04/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 500,000 | 500,000 | 499,595 | 499,595 | 2,517,940 CHF | 2,522,940 CHF | 99.99% | 99.99% |
29/04/2024 | 0.20% | 5.04 CHF | 5.05 CHF | 500,000 | 500,000 | 499,920 | 499,920 | 2,545,340 CHF | 2,550,340 CHF | 100.00% | 100.00% |
26/04/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,567,680 CHF | 2,572,680 CHF | 99.39% | 99.39% |
25/04/2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,517,340 CHF | 2,522,340 CHF | 99.98% | 99.98% |
24/04/2024 | 0.20% | 5.02 CHF | 5.03 CHF | 500,000 | 500,000 | 499,823 | 499,823 | 2,523,660 CHF | 2,528,660 CHF | 100.00% | 100.00% |
23/04/2024 | 0.20% | 4.99 CHF | 5.00 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,465,140 CHF | 2,470,140 CHF | 99.99% | 99.99% |
22/04/2024 | 0.20% | 4.88 CHF | 4.89 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,439,620 CHF | 2,444,620 CHF | 100.00% | 100.00% |
19/04/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,459,300 CHF | 2,464,300 CHF | 100.00% | 100.00% |
18/04/2024 | 0.20% | 4.89 CHF | 4.90 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,451,880 CHF | 2,456,880 CHF | 100.00% | 100.00% |