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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.05% | 19.92 CHF | 19.93 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,970,260 CHF | 4,972,760 CHF | 99.74% | 99.74% |
13/05/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,983,290 CHF | 4,985,790 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.83 CHF | 19.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,985,750 CHF | 4,988,250 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.58 CHF | 19.59 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,887,190 CHF | 4,889,690 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 19.64 CHF | 19.65 CHF | 250,000 | 250,000 | 249,870 | 249,870 | 4,885,030 CHF | 4,887,530 CHF | 99.73% | 99.73% |
06/05/2024 | 0.05% | 19.27 CHF | 19.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,792,230 CHF | 4,794,730 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,683,830 CHF | 4,686,330 CHF | 99.59% | 99.59% |
02/05/2024 | 0.05% | 18.44 CHF | 18.45 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,607,780 CHF | 4,610,280 CHF | 99.56% | 99.56% |
30/04/2024 | 0.05% | 18.85 CHF | 18.86 CHF | 250,000 | 250,000 | 249,761 | 249,761 | 4,748,000 CHF | 4,750,500 CHF | 99.99% | 99.99% |
29/04/2024 | 0.05% | 19.02 CHF | 19.03 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 4,759,650 CHF | 4,762,150 CHF | 99.61% | 99.61% |