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 | 0.26% | 19.45 CHF | 19.50 CHF | 50,000 | 50,000 | 49,739 | 49,739 | 964,726 CHF | 967,214 CHF | 99.55% | 99.55% |
15/05/2024 | 0.27% | 19.20 CHF | 19.25 CHF | 50,000 | 50,000 | 49,564 | 49,564 | 939,235 CHF | 941,716 CHF | 99.93% | 99.93% |
14/05/2024 | 0.27% | 18.80 CHF | 18.85 CHF | 50,000 | 50,000 | 49,633 | 49,630 | 929,598 CHF | 932,041 CHF | 99.63% | 99.63% |
13/05/2024 | 0.27% | 18.75 CHF | 18.80 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 926,650 CHF | 929,058 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50,000 | 50,000 | 49,581 | 49,581 | 925,934 CHF | 928,415 CHF | 99.59% | 99.59% |
08/05/2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,677 | 49,677 | 919,957 CHF | 922,443 CHF | 99.72% | 99.72% |
07/05/2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50,000 | 50,000 | 49,921 | 49,921 | 923,876 CHF | 926,373 CHF | 98.86% | 98.86% |
06/05/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 50,000 | 50,000 | 49,799 | 49,799 | 907,511 CHF | 910,002 CHF | 97.94% | 97.94% |
03/05/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50,000 | 50,000 | 49,779 | 49,779 | 887,797 CHF | 890,287 CHF | 96.90% | 96.90% |
02/05/2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50,000 | 50,000 | 49,681 | 49,681 | 868,992 CHF | 871,477 CHF | 99.20% | 99.20% |