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 | 0.05% | 19.70 CHF | 19.71 CHF | 250,000 | 250,000 | 249,873 | 249,873 | 4,900,550 CHF | 4,903,050 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.41 CHF | 19.42 CHF | 250,000 | 250,000 | 249,527 | 249,527 | 4,783,110 CHF | 4,785,610 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 19.02 CHF | 19.03 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 4,735,600 CHF | 4,738,100 CHF | 99.78% | 99.78% |
13/05/2024 | 0.05% | 18.96 CHF | 18.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,732,150 CHF | 4,734,650 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.83 CHF | 18.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,726,050 CHF | 4,728,550 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 18.79 CHF | 18.80 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,683,860 CHF | 4,686,360 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 18.84 CHF | 18.85 CHF | 250,000 | 250,000 | 249,856 | 249,856 | 4,680,970 CHF | 4,683,470 CHF | 98.43% | 98.43% |
06/05/2024 | 0.05% | 18.54 CHF | 18.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,611,590 CHF | 4,614,090 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 18.18 CHF | 18.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,516,120 CHF | 4,518,620 CHF | 99.77% | 99.77% |
02/05/2024 | 0.06% | 17.73 CHF | 17.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,427,930 CHF | 4,430,430 CHF | 99.64% | 99.64% |