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% | 20.07 CHF | 20.08 CHF | 250,000 | 250,000 | 249,795 | 249,795 | 4,991,030 CHF | 4,993,530 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.78 CHF | 19.79 CHF | 250,000 | 250,000 | 249,511 | 249,511 | 4,874,890 CHF | 4,877,390 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,828,200 CHF | 4,830,700 CHF | 99.79% | 99.79% |
13/05/2024 | 0.05% | 19.33 CHF | 19.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,824,540 CHF | 4,827,040 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.20 CHF | 19.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,818,430 CHF | 4,820,930 CHF | 99.98% | 99.98% |
08/05/2024 | 0.05% | 19.16 CHF | 19.17 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,776,330 CHF | 4,778,830 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 19.21 CHF | 19.22 CHF | 250,000 | 250,000 | 249,859 | 249,859 | 4,773,300 CHF | 4,775,800 CHF | 98.43% | 98.43% |
06/05/2024 | 0.05% | 18.91 CHF | 18.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,703,660 CHF | 4,706,160 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 18.55 CHF | 18.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,608,290 CHF | 4,610,790 CHF | 99.83% | 99.83% |
02/05/2024 | 0.06% | 18.10 CHF | 18.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,520,700 CHF | 4,523,200 CHF | 99.57% | 99.57% |