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 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,739 | 49,739 | 919,080 CHF | 921,569 CHF | 99.55% | 99.55% |
15/05/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 50,000 | 50,000 | 49,558 | 49,558 | 892,537 CHF | 895,017 CHF | 98.40% | 98.40% |
14/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,784 | 49,784 | 884,111 CHF | 886,601 CHF | 99.27% | 99.27% |
13/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 890,224 CHF | 892,724 CHF | 97.79% | 97.79% |
10/05/2024 | 0.28% | 17.70 CHF | 17.75 CHF | 50,000 | 50,000 | 49,767 | 49,767 | 887,002 CHF | 889,492 CHF | 99.24% | 99.24% |
08/05/2024 | 0.29% | 17.45 CHF | 17.50 CHF | 50,000 | 50,000 | 49,677 | 49,677 | 866,096 CHF | 868,582 CHF | 99.68% | 99.68% |
07/05/2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50,000 | 50,000 | 49,904 | 49,904 | 869,898 CHF | 872,394 CHF | 98.90% | 98.90% |
06/05/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 847,690 CHF | 850,178 CHF | 97.83% | 97.83% |
03/05/2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,733 | 49,733 | 826,214 CHF | 828,703 CHF | 97.28% | 97.28% |
02/05/2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50,000 | 50,000 | 49,682 | 49,682 | 810,401 CHF | 812,887 CHF | 99.48% | 99.48% |