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 | 0.04% | 22.95 CHF | 22.96 CHF | 250,000 | 250,000 | 249,867 | 249,867 | 5,708,890 CHF | 5,711,390 CHF | 100.00% | 100.00% |
15/05/2024 | 0.04% | 22.65 CHF | 22.66 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 5,591,720 CHF | 5,594,220 CHF | 99.97% | 99.97% |
14/05/2024 | 0.05% | 22.27 CHF | 22.28 CHF | 250,000 | 250,000 | 249,952 | 249,952 | 5,548,070 CHF | 5,550,570 CHF | 99.81% | 99.81% |
13/05/2024 | 0.05% | 22.21 CHF | 22.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,543,650 CHF | 5,546,150 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 22.07 CHF | 22.08 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,537,280 CHF | 5,539,780 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 22.04 CHF | 22.05 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 5,496,240 CHF | 5,498,740 CHF | 96.64% | 96.64% |
07/05/2024 | 0.05% | 22.09 CHF | 22.10 CHF | 250,000 | 250,000 | 249,891 | 249,891 | 5,492,220 CHF | 5,494,720 CHF | 98.40% | 98.40% |
06/05/2024 | 0.05% | 21.78 CHF | 21.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,420,380 CHF | 5,422,880 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 21.41 CHF | 21.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,325,560 CHF | 5,328,060 CHF | 99.83% | 99.83% |
02/05/2024 | 0.05% | 20.99 CHF | 21.00 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,242,590 CHF | 5,245,090 CHF | 99.57% | 99.57% |