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 | 0.27% | 18.95 CHF | 19.00 CHF | 50,000 | 50,000 | 49,747 | 49,747 | 939,362 CHF | 941,851 CHF | 99.53% | 99.53% |
15/05/2024 | 0.27% | 18.70 CHF | 18.75 CHF | 50,000 | 50,000 | 49,571 | 49,571 | 913,957 CHF | 916,438 CHF | 99.92% | 99.92% |
14/05/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 50,000 | 50,000 | 49,840 | 49,840 | 907,621 CHF | 910,114 CHF | 99.18% | 99.18% |
13/05/2024 | 0.27% | 18.20 CHF | 18.25 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 909,539 CHF | 912,039 CHF | 97.79% | 97.79% |
10/05/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,688 | 49,688 | 902,815 CHF | 905,301 CHF | 99.48% | 99.48% |
08/05/2024 | 0.28% | 18.05 CHF | 18.10 CHF | 50,000 | 50,000 | 49,684 | 49,684 | 894,641 CHF | 897,127 CHF | 99.70% | 99.70% |
07/05/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,925 | 49,925 | 898,522 CHF | 901,019 CHF | 98.82% | 98.82% |
06/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,727 | 49,727 | 880,654 CHF | 883,142 CHF | 98.04% | 98.04% |
03/05/2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50,000 | 50,000 | 49,950 | 49,950 | 865,278 CHF | 867,776 CHF | 95.43% | 95.43% |
02/05/2024 | 0.30% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 49,690 | 49,690 | 843,649 CHF | 846,135 CHF | 99.01% | 99.01% |