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 | 0.21% | 4.80 CHF | 4.81 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,428,760 CHF | 2,433,860 CHF | 99.85% | 99.85% |
13/05/2024 | 0.21% | 4.83 CHF | 4.84 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,454,780 CHF | 2,459,880 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 4.86 CHF | 4.87 CHF | 510,000 | 510,000 | 510,000 | 510,000 | 2,511,600 CHF | 2,516,700 CHF | 100.00% | 100.00% |
08/05/2024 | 0.23% | 4.36 CHF | 4.37 CHF | 520,000 | 520,000 | 519,919 | 519,919 | 2,282,350 CHF | 2,287,550 CHF | 99.45% | 99.45% |
07/05/2024 | 0.25% | 4.30 CHF | 4.31 CHF | 520,000 | 520,000 | 519,526 | 519,526 | 2,098,700 CHF | 2,103,900 CHF | 100.00% | 100.00% |
06/05/2024 | 0.27% | 3.77 CHF | 3.78 CHF | 530,000 | 530,000 | 530,000 | 530,000 | 1,955,930 CHF | 1,961,230 CHF | 99.72% | 99.72% |
03/05/2024 | 0.30% | 3.44 CHF | 3.45 CHF | 530,000 | 530,000 | 523,279 | 523,279 | 1,801,450 CHF | 1,806,720 CHF | 99.25% | 99.25% |
02/05/2024 | 0.30% | 3.35 CHF | 3.36 CHF | 540,000 | 540,000 | 540,000 | 540,000 | 1,820,770 CHF | 1,826,170 CHF | 98.84% | 98.84% |
30/04/2024 | 0.28% | 3.40 CHF | 3.41 CHF | 530,000 | 530,000 | 529,685 | 529,685 | 1,906,930 CHF | 1,912,230 CHF | 99.57% | 99.57% |
29/04/2024 | 0.27% | 3.78 CHF | 3.79 CHF | 530,000 | 530,000 | 526,169 | 526,169 | 2,010,740 CHF | 2,016,010 CHF | 99.16% | 99.16% |