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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2024 | 0.04% | 25.60 CHF | 25.61 CHF | 250,000 | 250,000 | 249,830 | 249,830 | 6,390,130 CHF | 6,392,630 CHF | 99.81% | 99.81% |
17/05/2024 | 0.04% | 25.43 CHF | 25.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,364,850 CHF | 6,367,350 CHF | 100.00% | 100.00% |
16/05/2024 | 0.04% | 25.54 CHF | 25.55 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 6,354,040 CHF | 6,356,540 CHF | 100.00% | 100.00% |
15/05/2024 | 0.04% | 25.26 CHF | 25.27 CHF | 250,000 | 250,000 | 249,517 | 249,517 | 6,232,640 CHF | 6,235,140 CHF | 99.90% | 99.90% |
14/05/2024 | 0.04% | 24.78 CHF | 24.79 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 6,185,820 CHF | 6,188,320 CHF | 99.73% | 99.73% |
13/05/2024 | 0.04% | 24.77 CHF | 24.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,197,550 CHF | 6,200,050 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 24.69 CHF | 24.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,199,620 CHF | 6,202,120 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 24.44 CHF | 24.45 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 6,102,580 CHF | 6,105,080 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 24.49 CHF | 24.50 CHF | 250,000 | 250,000 | 249,883 | 249,883 | 6,098,190 CHF | 6,100,690 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 24.11 CHF | 24.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,002,530 CHF | 6,005,030 CHF | 100.00% | 100.00% |