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% | 18.30 CHF | 18.31 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 4,548,800 CHF | 4,551,300 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 18.01 CHF | 18.02 CHF | 250,000 | 250,000 | 249,504 | 249,504 | 4,432,050 CHF | 4,434,550 CHF | 100.00% | 100.00% |
14/05/2024 | 0.06% | 17.62 CHF | 17.63 CHF | 250,000 | 250,000 | 249,952 | 249,952 | 4,383,550 CHF | 4,386,050 CHF | 99.78% | 99.78% |
13/05/2024 | 0.06% | 17.56 CHF | 17.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,380,390 CHF | 4,382,890 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.42 CHF | 17.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,374,480 CHF | 4,376,980 CHF | 99.99% | 99.99% |
08/05/2024 | 0.06% | 17.38 CHF | 17.39 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 4,331,810 CHF | 4,334,310 CHF | 96.63% | 96.63% |
07/05/2024 | 0.06% | 17.44 CHF | 17.45 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,330,280 CHF | 4,332,780 CHF | 98.40% | 98.40% |
06/05/2024 | 0.06% | 17.14 CHF | 17.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,261,000 CHF | 4,263,500 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 16.78 CHF | 16.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,165,290 CHF | 4,167,790 CHF | 99.82% | 99.82% |
02/05/2024 | 0.06% | 16.32 CHF | 16.33 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,074,880 CHF | 4,077,380 CHF | 99.57% | 99.57% |