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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.25% | 3.97 CHF | 3.98 CHF | 500,000 | 500,000 | 499,932 | 499,932 | 2,019,620 CHF | 2,024,620 CHF | 100.00% | 100.00% |
13/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,023,860 CHF | 2,028,860 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,072,070 CHF | 2,077,070 CHF | 100.00% | 100.00% |
08/05/2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 499,911 | 499,911 | 1,990,430 CHF | 1,995,430 CHF | 99.63% | 99.63% |
07/05/2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500,000 | 500,000 | 499,714 | 499,714 | 2,020,970 CHF | 2,025,970 CHF | 100.00% | 100.00% |
06/05/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 500,000 | 500,000 | 499,706 | 499,706 | 2,039,390 CHF | 2,044,380 CHF | 100.00% | 100.00% |
03/05/2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,052,880 CHF | 2,057,880 CHF | 99.97% | 99.97% |
02/05/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,073,890 CHF | 2,078,890 CHF | 99.99% | 99.99% |
30/04/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500,000 | 500,000 | 499,604 | 499,604 | 2,218,770 CHF | 2,223,770 CHF | 100.00% | 100.00% |
29/04/2024 | 0.22% | 4.44 CHF | 4.45 CHF | 500,000 | 500,000 | 499,920 | 499,920 | 2,246,780 CHF | 2,251,780 CHF | 100.00% | 100.00% |