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% | 18.60 CHF | 18.65 CHF | 50,000 | 50,000 | 49,636 | 49,636 | 925,309 CHF | 927,793 CHF | 99.78% | 99.78% |
16/05/2024 | 0.27% | 18.70 CHF | 18.75 CHF | 50,000 | 50,000 | 49,745 | 49,745 | 926,905 CHF | 929,394 CHF | 99.53% | 99.53% |
15/05/2024 | 0.28% | 18.45 CHF | 18.50 CHF | 50,000 | 50,000 | 49,565 | 49,565 | 901,458 CHF | 903,939 CHF | 99.93% | 99.93% |
14/05/2024 | 0.28% | 18.05 CHF | 18.10 CHF | 50,000 | 50,000 | 49,835 | 49,835 | 895,022 CHF | 897,515 CHF | 99.19% | 99.19% |
13/05/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 897,034 CHF | 899,534 CHF | 97.79% | 97.79% |
10/05/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50,000 | 50,000 | 49,787 | 49,787 | 892,154 CHF | 894,645 CHF | 99.12% | 99.12% |
08/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,695 | 49,657 | 882,384 CHF | 884,208 CHF | 99.70% | 99.70% |
07/05/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50,000 | 50,000 | 49,920 | 49,920 | 885,947 CHF | 888,443 CHF | 98.72% | 98.72% |
06/05/2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50,000 | 50,000 | 49,736 | 49,736 | 868,402 CHF | 870,890 CHF | 97.75% | 97.75% |
03/05/2024 | 0.29% | 17.20 CHF | 17.25 CHF | 50,000 | 50,000 | 49,746 | 49,746 | 849,444 CHF | 851,932 CHF | 96.52% | 96.52% |