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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.15% | 6.51 CHF | 6.52 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,316,170 CHF | 1,318,170 CHF | 99.80% | 99.80% |
08/05/2024 | 0.17% | 6.01 CHF | 6.02 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,208,770 CHF | 1,210,770 CHF | 100.00% | 100.00% |
07/05/2024 | 0.18% | 5.95 CHF | 5.96 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,136,920 CHF | 1,138,920 CHF | 100.00% | 100.00% |
06/05/2024 | 0.19% | 5.41 CHF | 5.42 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,065,200 CHF | 1,067,200 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 5.05 CHF | 5.06 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,011,440 CHF | 1,013,440 CHF | 94.35% | 94.35% |
02/05/2024 | 0.20% | 4.96 CHF | 4.97 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 995,851 CHF | 997,851 CHF | 100.00% | 100.00% |
30/04/2024 | 0.19% | 5.00 CHF | 5.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,042,840 CHF | 1,044,840 CHF | 100.00% | 100.00% |
29/04/2024 | 0.18% | 5.39 CHF | 5.40 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,086,910 CHF | 1,088,910 CHF | 100.00% | 100.00% |
26/04/2024 | 0.19% | 5.46 CHF | 5.47 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,058,400 CHF | 1,060,400 CHF | 98.84% | 98.84% |
25/04/2024 | 0.20% | 5.00 CHF | 5.01 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 1,014,510 CHF | 1,016,510 CHF | 100.00% | 100.00% |