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 | 0.18% | 5.60 CHF | 5.61 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,847,920 CHF | 2,853,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 5.63 CHF | 5.64 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,904,760 CHF | 2,909,860 CHF | 99.99% | 99.99% |
08/05/2024 | 0.19% | 5.13 CHF | 5.14 CHF | 510,000 | 510,000 | 509,906 | 509,906 | 2,630,460 CHF | 2,635,560 CHF | 99.45% | 99.45% |
07/05/2024 | 0.21% | 5.07 CHF | 5.08 CHF | 510,000 | 510,000 | 509,532 | 509,532 | 2,448,320 CHF | 2,453,420 CHF | 100.00% | 100.00% |
06/05/2024 | 0.22% | 4.53 CHF | 4.54 CHF | 520,000 | 520,000 | 520,000 | 520,000 | 2,315,100 CHF | 2,320,300 CHF | 99.72% | 99.72% |
03/05/2024 | 0.25% | 4.19 CHF | 4.20 CHF | 520,000 | 520,000 | 513,415 | 513,415 | 2,155,600 CHF | 2,160,780 CHF | 99.26% | 99.26% |
02/05/2024 | 0.24% | 4.11 CHF | 4.12 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 2,186,180 CHF | 2,191,480 CHF | 98.83% | 98.83% |
30/04/2024 | 0.23% | 4.15 CHF | 4.16 CHF | 520,000 | 520,000 | 519,704 | 519,704 | 2,264,070 CHF | 2,269,270 CHF | 99.73% | 99.73% |
29/04/2024 | 0.23% | 4.53 CHF | 4.54 CHF | 520,000 | 520,000 | 516,236 | 516,236 | 2,363,400 CHF | 2,368,560 CHF | 99.14% | 99.14% |
26/04/2024 | 0.23% | 4.61 CHF | 4.62 CHF | 530,000 | 530,000 | 527,099 | 527,099 | 2,342,720 CHF | 2,348,010 CHF | 98.55% | 98.55% |