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 | 0.06% | 16.51 CHF | 16.52 CHF | 250,000 | 250,000 | 249,951 | 249,951 | 4,116,140 CHF | 4,118,640 CHF | 99.73% | 99.73% |
13/05/2024 | 0.06% | 16.49 CHF | 16.50 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,130,140 CHF | 4,132,640 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 16.42 CHF | 16.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,132,840 CHF | 4,135,340 CHF | 99.99% | 99.99% |
08/05/2024 | 0.06% | 16.16 CHF | 16.17 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,033,050 CHF | 4,035,550 CHF | 99.67% | 99.67% |
07/05/2024 | 0.06% | 16.23 CHF | 16.24 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 4,033,110 CHF | 4,035,610 CHF | 99.73% | 99.73% |
06/05/2024 | 0.06% | 15.86 CHF | 15.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,941,700 CHF | 3,944,200 CHF | 100.00% | 100.00% |
03/05/2024 | 0.07% | 15.39 CHF | 15.40 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,832,730 CHF | 3,835,230 CHF | 99.59% | 99.59% |
02/05/2024 | 0.07% | 15.01 CHF | 15.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,751,300 CHF | 3,753,800 CHF | 99.53% | 99.53% |
30/04/2024 | 0.06% | 15.41 CHF | 15.42 CHF | 250,000 | 250,000 | 249,809 | 249,809 | 3,892,880 CHF | 3,895,380 CHF | 99.99% | 99.99% |
29/04/2024 | 0.06% | 15.60 CHF | 15.61 CHF | 250,000 | 250,000 | 249,961 | 249,961 | 3,904,440 CHF | 3,906,940 CHF | 99.60% | 99.60% |