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% | 18.81 CHF | 18.82 CHF | 300,000 | 300,000 | 299,758 | 299,758 | 5,644,820 CHF | 5,647,820 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 18.73 CHF | 18.74 CHF | 300,000 | 300,000 | 299,433 | 299,433 | 5,571,450 CHF | 5,574,450 CHF | 99.90% | 99.90% |
14/05/2024 | 0.05% | 18.50 CHF | 18.51 CHF | 300,000 | 300,000 | 299,969 | 299,969 | 5,526,660 CHF | 5,529,660 CHF | 99.80% | 99.80% |
13/05/2024 | 0.05% | 18.42 CHF | 18.43 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,527,600 CHF | 5,530,600 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.39 CHF | 18.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,505,800 CHF | 5,508,800 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 18.08 CHF | 18.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,415,070 CHF | 5,418,070 CHF | 99.77% | 99.77% |
07/05/2024 | 0.06% | 17.95 CHF | 17.96 CHF | 300,000 | 300,000 | 299,849 | 299,849 | 5,345,250 CHF | 5,348,250 CHF | 96.15% | 96.15% |
06/05/2024 | 0.06% | 17.55 CHF | 17.56 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,274,950 CHF | 5,277,950 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.44 CHF | 17.45 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,228,790 CHF | 5,231,790 CHF | 99.90% | 99.90% |
02/05/2024 | 0.06% | 17.30 CHF | 17.31 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 5,217,050 CHF | 5,220,050 CHF | 99.58% | 99.58% |