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% | 20.96 CHF | 20.97 CHF | 250,000 | 250,000 | 249,803 | 249,803 | 5,213,890 CHF | 5,216,390 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 20.69 CHF | 20.70 CHF | 250,000 | 250,000 | 249,524 | 249,524 | 5,091,780 CHF | 5,094,280 CHF | 99.90% | 99.90% |
14/05/2024 | 0.05% | 20.20 CHF | 20.21 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 5,039,850 CHF | 5,042,350 CHF | 99.72% | 99.72% |
13/05/2024 | 0.05% | 20.19 CHF | 20.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,052,890 CHF | 5,055,390 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 20.11 CHF | 20.12 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,055,330 CHF | 5,057,830 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.86 CHF | 19.87 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 4,956,710 CHF | 4,959,210 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 19.92 CHF | 19.93 CHF | 250,000 | 250,000 | 249,872 | 249,872 | 4,954,580 CHF | 4,957,080 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 19.54 CHF | 19.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,861,590 CHF | 4,864,090 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 19.06 CHF | 19.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,753,270 CHF | 4,755,770 CHF | 99.63% | 99.63% |
02/05/2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,677,570 CHF | 4,680,070 CHF | 99.60% | 99.60% |