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% | 20.56 CHF | 20.57 CHF | 250,000 | 250,000 | 249,799 | 249,799 | 5,112,270 CHF | 5,114,770 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 20.27 CHF | 20.28 CHF | 250,000 | 250,000 | 249,520 | 249,520 | 4,996,280 CHF | 4,998,780 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 19.88 CHF | 19.89 CHF | 250,000 | 250,000 | 249,952 | 249,952 | 4,949,920 CHF | 4,952,420 CHF | 99.80% | 99.80% |
13/05/2024 | 0.05% | 19.82 CHF | 19.83 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,946,160 CHF | 4,948,660 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,940,040 CHF | 4,942,540 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.64 CHF | 19.65 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 4,898,130 CHF | 4,900,630 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 19.70 CHF | 19.71 CHF | 250,000 | 250,000 | 249,887 | 249,887 | 4,895,360 CHF | 4,897,860 CHF | 98.40% | 98.40% |
06/05/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,824,880 CHF | 4,827,380 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 19.04 CHF | 19.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,729,590 CHF | 4,732,090 CHF | 99.87% | 99.87% |
02/05/2024 | 0.05% | 18.59 CHF | 18.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,642,770 CHF | 4,645,270 CHF | 99.57% | 99.57% |