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% | 24.39 CHF | 24.40 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 6,068,760 CHF | 6,071,260 CHF | 100.00% | 100.00% |
15/05/2024 | 0.04% | 24.12 CHF | 24.13 CHF | 250,000 | 250,000 | 249,518 | 249,518 | 5,947,230 CHF | 5,949,730 CHF | 99.91% | 99.91% |
14/05/2024 | 0.04% | 23.63 CHF | 23.64 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 5,899,090 CHF | 5,901,590 CHF | 99.73% | 99.73% |
13/05/2024 | 0.04% | 23.62 CHF | 23.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,911,180 CHF | 5,913,680 CHF | 100.00% | 100.00% |
10/05/2024 | 0.04% | 23.54 CHF | 23.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,913,370 CHF | 5,915,870 CHF | 99.99% | 99.99% |
08/05/2024 | 0.04% | 23.30 CHF | 23.31 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,815,870 CHF | 5,818,370 CHF | 99.67% | 99.67% |
07/05/2024 | 0.04% | 23.35 CHF | 23.36 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,812,100 CHF | 5,814,600 CHF | 99.72% | 99.72% |
06/05/2024 | 0.04% | 22.97 CHF | 22.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,717,110 CHF | 5,719,610 CHF | 100.00% | 100.00% |
03/05/2024 | 0.04% | 22.48 CHF | 22.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,609,450 CHF | 5,611,950 CHF | 99.64% | 99.64% |
02/05/2024 | 0.05% | 22.16 CHF | 22.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,539,180 CHF | 5,541,680 CHF | 99.54% | 99.54% |