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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.17% | 5.99 CHF | 6.00 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,044,860 CHF | 3,049,960 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 6.01 CHF | 6.02 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 3,101,750 CHF | 3,106,850 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 5.51 CHF | 5.52 CHF | 510,000 | 510,000 | 509,919 | 509,919 | 2,827,120 CHF | 2,832,220 CHF | 99.41% | 99.41% |
07/05/2024 | 0.19% | 5.45 CHF | 5.46 CHF | 510,000 | 510,000 | 509,532 | 509,532 | 2,644,460 CHF | 2,649,560 CHF | 100.00% | 100.00% |
06/05/2024 | 0.21% | 4.91 CHF | 4.92 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,514,180 CHF | 2,519,380 CHF | 99.74% | 99.74% |
03/05/2024 | 0.23% | 4.57 CHF | 4.58 CHF | 520,000 | 520,000 | 513,424 | 513,424 | 2,351,360 CHF | 2,356,530 CHF | 99.29% | 99.29% |
02/05/2024 | 0.22% | 4.49 CHF | 4.50 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,342,740 CHF | 2,347,940 CHF | 98.93% | 98.93% |
30/04/2024 | 0.21% | 4.53 CHF | 4.54 CHF | 520,000 | 520,000 | 519,701 | 519,701 | 2,462,260 CHF | 2,467,460 CHF | 99.65% | 99.65% |
29/04/2024 | 0.21% | 4.92 CHF | 4.93 CHF | 520,000 | 520,000 | 516,250 | 516,250 | 2,560,240 CHF | 2,565,410 CHF | 99.28% | 99.28% |
26/04/2024 | 0.21% | 4.99 CHF | 5.00 CHF | 520,000 | 520,000 | 517,163 | 517,163 | 2,495,390 CHF | 2,500,580 CHF | 98.55% | 98.55% |