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 | 0.19% | 26.80 CHF | 26.85 CHF | 20,000 | 20,000 | 19,813 | 19,813 | 529,490 CHF | 530,481 CHF | 100.00% | 100.00% |
15/05/2024 | 0.19% | 26.55 CHF | 26.60 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 520,421 CHF | 521,413 CHF | 99.94% | 99.94% |
14/05/2024 | 0.19% | 26.05 CHF | 26.10 CHF | 20,000 | 20,000 | 19,855 | 19,855 | 517,081 CHF | 518,075 CHF | 99.67% | 99.67% |
13/05/2024 | 0.19% | 26.05 CHF | 26.10 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 516,638 CHF | 517,594 CHF | 100.00% | 100.00% |
10/05/2024 | 0.19% | 26.00 CHF | 26.05 CHF | 20,000 | 20,000 | 19,863 | 19,863 | 518,127 CHF | 519,121 CHF | 99.22% | 99.22% |
08/05/2024 | 0.20% | 25.75 CHF | 25.80 CHF | 20,000 | 20,000 | 19,884 | 19,884 | 511,274 CHF | 512,268 CHF | 99.67% | 99.67% |
07/05/2024 | 0.20% | 25.80 CHF | 25.85 CHF | 20,000 | 20,000 | 19,801 | 19,801 | 508,733 CHF | 509,724 CHF | 99.57% | 99.57% |
06/05/2024 | 0.20% | 25.40 CHF | 25.45 CHF | 20,000 | 20,000 | 19,796 | 19,796 | 500,552 CHF | 501,542 CHF | 98.42% | 98.42% |
03/05/2024 | 0.20% | 24.90 CHF | 24.95 CHF | 20,000 | 20,000 | 19,909 | 19,909 | 494,902 CHF | 495,898 CHF | 97.49% | 97.49% |
02/05/2024 | 0.20% | 24.60 CHF | 24.65 CHF | 20,000 | 20,000 | 19,889 | 19,889 | 489,461 CHF | 490,456 CHF | 99.41% | 99.41% |