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% | 19.46 CHF | 19.47 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 4,838,030 CHF | 4,840,530 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.17 CHF | 19.18 CHF | 250,000 | 250,000 | 249,511 | 249,511 | 4,721,650 CHF | 4,724,150 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,674,310 CHF | 4,676,810 CHF | 99.81% | 99.81% |
13/05/2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,670,800 CHF | 4,673,300 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.58 CHF | 18.59 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,664,790 CHF | 4,667,290 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 18.54 CHF | 18.55 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 4,622,530 CHF | 4,625,030 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 18.60 CHF | 18.61 CHF | 250,000 | 250,000 | 249,885 | 249,885 | 4,620,330 CHF | 4,622,830 CHF | 98.40% | 98.40% |
06/05/2024 | 0.05% | 18.29 CHF | 18.30 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,550,450 CHF | 4,552,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.94 CHF | 17.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,454,930 CHF | 4,457,430 CHF | 99.81% | 99.81% |
02/05/2024 | 0.06% | 17.48 CHF | 17.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,366,400 CHF | 4,368,900 CHF | 99.54% | 99.54% |