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% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 4,686,330 CHF | 4,688,830 CHF | 99.73% | 99.73% |
13/05/2024 | 0.05% | 18.77 CHF | 18.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,699,760 CHF | 4,702,260 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.70 CHF | 18.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,702,280 CHF | 4,704,780 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 18.45 CHF | 18.46 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,603,250 CHF | 4,605,750 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 18.51 CHF | 18.52 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,602,080 CHF | 4,604,580 CHF | 99.73% | 99.73% |
06/05/2024 | 0.06% | 18.13 CHF | 18.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,509,510 CHF | 4,512,010 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,400,970 CHF | 4,403,470 CHF | 99.59% | 99.59% |
02/05/2024 | 0.06% | 17.30 CHF | 17.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,323,140 CHF | 4,325,640 CHF | 99.55% | 99.55% |
30/04/2024 | 0.06% | 17.71 CHF | 17.72 CHF | 250,000 | 250,000 | 249,808 | 249,808 | 4,464,340 CHF | 4,466,840 CHF | 100.00% | 100.00% |
29/04/2024 | 0.06% | 17.88 CHF | 17.89 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 4,475,380 CHF | 4,477,880 CHF | 99.60% | 99.60% |