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% | 19.82 CHF | 19.83 CHF | 250,000 | 250,000 | 249,804 | 249,804 | 4,929,130 CHF | 4,931,630 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.55 CHF | 19.56 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 4,806,650 CHF | 4,809,150 CHF | 99.91% | 99.91% |
14/05/2024 | 0.05% | 19.05 CHF | 19.06 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 4,753,760 CHF | 4,756,260 CHF | 99.70% | 99.70% |
13/05/2024 | 0.05% | 19.04 CHF | 19.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,767,130 CHF | 4,769,630 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.97 CHF | 18.98 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,769,620 CHF | 4,772,120 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 18.72 CHF | 18.73 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,670,620 CHF | 4,673,120 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 249,887 | 249,887 | 4,669,380 CHF | 4,671,880 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 18.40 CHF | 18.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,576,650 CHF | 4,579,150 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.92 CHF | 17.93 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,468,200 CHF | 4,470,700 CHF | 99.65% | 99.65% |
02/05/2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,390,700 CHF | 4,393,200 CHF | 99.59% | 99.59% |