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% | 19.20 CHF | 19.25 CHF | 50,000 | 50,000 | 49,747 | 49,747 | 952,196 CHF | 954,685 CHF | 99.52% | 99.52% |
15/05/2024 | 0.27% | 18.95 CHF | 19.00 CHF | 50,000 | 50,000 | 49,569 | 49,569 | 926,596 CHF | 929,077 CHF | 99.52% | 99.52% |
14/05/2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,822 | 49,822 | 920,295 CHF | 922,787 CHF | 99.05% | 99.05% |
13/05/2024 | 0.27% | 18.50 CHF | 18.55 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 913,888 CHF | 916,304 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50,000 | 50,000 | 49,610 | 49,610 | 913,974 CHF | 916,457 CHF | 99.59% | 99.59% |
08/05/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 50,000 | 50,000 | 49,684 | 49,684 | 907,393 CHF | 909,879 CHF | 99.73% | 99.73% |
07/05/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50,000 | 50,000 | 49,924 | 49,924 | 911,235 CHF | 913,732 CHF | 98.82% | 98.82% |
06/05/2024 | 0.28% | 18.05 CHF | 18.10 CHF | 50,000 | 50,000 | 49,776 | 49,776 | 894,227 CHF | 896,717 CHF | 97.94% | 97.94% |
03/05/2024 | 0.29% | 17.70 CHF | 17.75 CHF | 50,000 | 50,000 | 49,789 | 49,789 | 875,325 CHF | 877,816 CHF | 96.59% | 96.59% |
02/05/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 49,689 | 49,689 | 856,365 CHF | 858,851 CHF | 99.00% | 99.00% |