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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.03% | 29.21 CHF | 29.22 CHF | 125,000 | 125,000 | 124,899 | 124,899 | 3,634,330 CHF | 3,635,580 CHF | 100.00% | 100.00% |
15/05/2024 | 0.04% | 28.92 CHF | 28.93 CHF | 125,000 | 125,000 | 124,766 | 124,766 | 3,573,580 CHF | 3,574,820 CHF | 99.91% | 99.91% |
14/05/2024 | 0.04% | 28.45 CHF | 28.46 CHF | 125,000 | 125,000 | 124,975 | 124,975 | 3,552,270 CHF | 3,553,520 CHF | 99.71% | 99.71% |
13/05/2024 | 0.04% | 28.45 CHF | 28.46 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,557,770 CHF | 3,559,020 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 28.35 CHF | 28.36 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 3,558,110 CHF | 3,559,360 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 28.12 CHF | 28.13 CHF | 125,000 | 125,000 | 164,147 | 164,147 | 4,607,670 CHF | 4,609,310 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 28.16 CHF | 28.17 CHF | 125,000 | 125,000 | 178,638 | 178,638 | 5,012,430 CHF | 5,014,220 CHF | 99.73% | 99.73% |
06/05/2024 | 0.04% | 27.77 CHF | 27.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,915,880 CHF | 6,918,380 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 27.27 CHF | 27.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,810,420 CHF | 6,812,920 CHF | 99.58% | 99.58% |
02/05/2024 | 0.04% | 27.00 CHF | 27.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,747,170 CHF | 6,749,670 CHF | 99.54% | 99.54% |