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% | 18.68 CHF | 18.69 CHF | 250,000 | 250,000 | 249,803 | 249,803 | 4,645,430 CHF | 4,647,930 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 18.42 CHF | 18.43 CHF | 250,000 | 250,000 | 249,517 | 249,517 | 4,522,790 CHF | 4,525,290 CHF | 99.89% | 99.89% |
14/05/2024 | 0.06% | 17.91 CHF | 17.92 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 4,468,630 CHF | 4,471,130 CHF | 99.70% | 99.70% |
13/05/2024 | 0.06% | 17.90 CHF | 17.91 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,482,340 CHF | 4,484,840 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.83 CHF | 17.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,484,920 CHF | 4,487,420 CHF | 99.99% | 99.99% |
08/05/2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,385,510 CHF | 4,388,010 CHF | 99.67% | 99.67% |
07/05/2024 | 0.06% | 17.64 CHF | 17.65 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 4,384,850 CHF | 4,387,350 CHF | 99.72% | 99.72% |
06/05/2024 | 0.06% | 17.27 CHF | 17.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,292,820 CHF | 4,295,320 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 16.79 CHF | 16.80 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,184,070 CHF | 4,186,570 CHF | 99.64% | 99.64% |
02/05/2024 | 0.06% | 16.42 CHF | 16.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,104,800 CHF | 4,107,300 CHF | 99.53% | 99.53% |