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 | 0.26% | 3.78 CHF | 3.79 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,924,650 CHF | 1,929,650 CHF | 99.99% | 99.99% |
30/04/2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 499,796 | 499,796 | 2,070,430 CHF | 2,075,430 CHF | 99.99% | 99.99% |
29/04/2024 | 0.24% | 4.14 CHF | 4.15 CHF | 500,000 | 500,000 | 499,912 | 499,912 | 2,097,170 CHF | 2,102,170 CHF | 100.00% | 100.00% |
26/04/2024 | 0.24% | 4.23 CHF | 4.24 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,118,990 CHF | 2,123,990 CHF | 99.38% | 99.38% |
25/04/2024 | 0.24% | 4.08 CHF | 4.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,068,120 CHF | 2,073,120 CHF | 99.98% | 99.98% |
24/04/2024 | 0.24% | 4.12 CHF | 4.13 CHF | 500,000 | 500,000 | 499,819 | 499,819 | 2,075,290 CHF | 2,080,290 CHF | 100.00% | 100.00% |
23/04/2024 | 0.25% | 4.09 CHF | 4.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,017,240 CHF | 2,022,240 CHF | 100.00% | 100.00% |
22/04/2024 | 0.25% | 3.98 CHF | 3.99 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 1,992,340 CHF | 1,997,340 CHF | 100.00% | 100.00% |
19/04/2024 | 0.25% | 4.07 CHF | 4.08 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,013,270 CHF | 2,018,270 CHF | 99.99% | 99.99% |
18/04/2024 | 0.25% | 4.00 CHF | 4.01 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 2,005,360 CHF | 2,010,360 CHF | 99.99% | 99.99% |