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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.21% | 4.65 CHF | 4.66 CHF | 500,000 | 500,000 | 499,920 | 499,920 | 2,351,220 CHF | 2,356,220 CHF | 100.00% | 100.00% |
26/04/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 500,000 | 500,000 | 499,984 | 500,000 | 2,372,790 CHF | 2,377,870 CHF | 99.39% | 99.39% |
25/04/2024 | 0.22% | 4.59 CHF | 4.60 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,322,640 CHF | 2,327,640 CHF | 99.98% | 99.98% |
24/04/2024 | 0.21% | 4.63 CHF | 4.64 CHF | 500,000 | 500,000 | 499,823 | 499,823 | 2,329,060 CHF | 2,334,060 CHF | 99.99% | 99.99% |
23/04/2024 | 0.22% | 4.60 CHF | 4.61 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,271,030 CHF | 2,276,030 CHF | 99.99% | 99.99% |
22/04/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,245,500 CHF | 2,250,500 CHF | 99.99% | 99.99% |
19/04/2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,265,800 CHF | 2,270,800 CHF | 99.98% | 99.98% |
18/04/2024 | 0.22% | 4.51 CHF | 4.52 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,258,200 CHF | 2,263,200 CHF | 99.98% | 99.98% |
17/04/2024 | 0.21% | 4.74 CHF | 4.75 CHF | 500,000 | 500,000 | 499,007 | 499,007 | 2,372,690 CHF | 2,377,690 CHF | 99.98% | 99.98% |
16/04/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500,000 | 500,000 | 498,955 | 498,955 | 2,402,020 CHF | 2,407,020 CHF | 100.00% | 100.00% |