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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.27% | 18.75 CHF | 18.80 CHF | 50,000 | 50,000 | 49,636 | 49,636 | 931,664 CHF | 934,148 CHF | 99.77% | 99.77% |
16/05/2024 | 0.27% | 18.85 CHF | 18.90 CHF | 50,000 | 50,000 | 49,745 | 49,745 | 933,032 CHF | 935,521 CHF | 99.53% | 99.53% |
15/05/2024 | 0.28% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,566 | 49,566 | 907,622 CHF | 910,103 CHF | 99.93% | 99.93% |
14/05/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,611 | 49,611 | 897,566 CHF | 900,049 CHF | 99.64% | 99.64% |
13/05/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 895,253 CHF | 897,671 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50,000 | 50,000 | 49,697 | 49,697 | 896,602 CHF | 899,088 CHF | 99.16% | 99.16% |
08/05/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 50,000 | 50,000 | 49,695 | 49,695 | 888,725 CHF | 891,211 CHF | 99.69% | 99.69% |
07/05/2024 | 0.28% | 18.00 CHF | 18.05 CHF | 50,000 | 50,000 | 49,505 | 49,502 | 884,922 CHF | 887,356 CHF | 99.64% | 99.64% |
06/05/2024 | 0.29% | 17.65 CHF | 17.70 CHF | 50,000 | 50,000 | 49,788 | 49,788 | 876,132 CHF | 878,623 CHF | 97.63% | 97.63% |
03/05/2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50,000 | 50,000 | 49,782 | 49,782 | 856,370 CHF | 858,860 CHF | 97.47% | 97.47% |