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 | 0.04% | 23.25 CHF | 23.26 CHF | 250,000 | 250,000 | 249,794 | 249,794 | 5,783,390 CHF | 5,785,890 CHF | 100.00% | 100.00% |
15/05/2024 | 0.04% | 22.98 CHF | 22.99 CHF | 250,000 | 250,000 | 249,531 | 249,531 | 5,662,030 CHF | 5,664,530 CHF | 99.90% | 99.90% |
14/05/2024 | 0.04% | 22.49 CHF | 22.50 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 5,612,410 CHF | 5,614,910 CHF | 99.72% | 99.72% |
13/05/2024 | 0.04% | 22.48 CHF | 22.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,624,830 CHF | 5,627,330 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 22.40 CHF | 22.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,627,090 CHF | 5,629,590 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 22.15 CHF | 22.16 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 5,529,300 CHF | 5,531,800 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 22.20 CHF | 22.21 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,526,080 CHF | 5,528,580 CHF | 99.73% | 99.73% |
06/05/2024 | 0.05% | 21.83 CHF | 21.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,431,660 CHF | 5,434,160 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 21.34 CHF | 21.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,323,710 CHF | 5,326,210 CHF | 99.61% | 99.61% |
02/05/2024 | 0.05% | 21.01 CHF | 21.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,251,680 CHF | 5,254,180 CHF | 99.56% | 99.56% |