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% | 18.76 CHF | 18.77 CHF | 250,000 | 250,000 | 249,796 | 249,796 | 4,662,760 CHF | 4,665,260 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 18.47 CHF | 18.48 CHF | 250,000 | 250,000 | 249,521 | 249,521 | 4,546,580 CHF | 4,549,080 CHF | 99.99% | 99.99% |
14/05/2024 | 0.06% | 18.07 CHF | 18.08 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 4,498,280 CHF | 4,500,780 CHF | 99.78% | 99.78% |
13/05/2024 | 0.06% | 18.01 CHF | 18.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,495,000 CHF | 4,497,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.88 CHF | 17.89 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,488,980 CHF | 4,491,480 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 17.84 CHF | 17.85 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,446,460 CHF | 4,448,960 CHF | 96.62% | 96.62% |
07/05/2024 | 0.06% | 17.90 CHF | 17.91 CHF | 250,000 | 250,000 | 249,853 | 249,853 | 4,444,080 CHF | 4,446,580 CHF | 98.42% | 98.42% |
06/05/2024 | 0.06% | 17.59 CHF | 17.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,375,180 CHF | 4,377,680 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.24 CHF | 17.25 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,279,560 CHF | 4,282,060 CHF | 99.82% | 99.82% |
02/05/2024 | 0.06% | 16.78 CHF | 16.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,189,860 CHF | 4,192,360 CHF | 99.62% | 99.62% |