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 | 0.06% | 17.55 CHF | 17.56 CHF | 250,000 | 250,000 | 249,804 | 249,804 | 4,361,840 CHF | 4,364,340 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 17.28 CHF | 17.29 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 4,238,780 CHF | 4,241,280 CHF | 99.91% | 99.91% |
14/05/2024 | 0.06% | 16.78 CHF | 16.79 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 4,183,480 CHF | 4,185,980 CHF | 99.70% | 99.70% |
13/05/2024 | 0.06% | 16.76 CHF | 16.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,197,490 CHF | 4,199,990 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 16.69 CHF | 16.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,200,210 CHF | 4,202,710 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 16.43 CHF | 16.44 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 4,100,370 CHF | 4,102,870 CHF | 99.67% | 99.67% |
07/05/2024 | 0.06% | 16.50 CHF | 16.51 CHF | 250,000 | 250,000 | 249,870 | 249,870 | 4,100,170 CHF | 4,102,670 CHF | 99.72% | 99.72% |
06/05/2024 | 0.06% | 16.13 CHF | 16.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,008,860 CHF | 4,011,360 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 15.65 CHF | 15.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,899,980 CHF | 3,902,480 CHF | 99.61% | 99.61% |
02/05/2024 | 0.07% | 15.28 CHF | 15.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,818,830 CHF | 3,821,330 CHF | 99.61% | 99.61% |