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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.25% | 19.90 CHF | 19.95 CHF | 40,000 | 40,000 | 39,735 | 39,735 | 787,934 CHF | 789,923 CHF | 99.70% | 99.70% |
21/05/2024 | 0.26% | 19.65 CHF | 19.70 CHF | 50,000 | 50,000 | 49,602 | 49,602 | 973,896 CHF | 976,379 CHF | 99.55% | 99.55% |
17/05/2024 | 0.26% | 19.45 CHF | 19.50 CHF | 50,000 | 50,000 | 49,640 | 49,640 | 966,281 CHF | 968,765 CHF | 99.75% | 99.75% |
16/05/2024 | 0.26% | 19.50 CHF | 19.55 CHF | 50,000 | 50,000 | 49,747 | 49,747 | 967,622 CHF | 970,111 CHF | 99.52% | 99.52% |
15/05/2024 | 0.27% | 19.25 CHF | 19.30 CHF | 50,000 | 50,000 | 49,571 | 49,571 | 942,184 CHF | 944,665 CHF | 99.85% | 99.85% |
14/05/2024 | 0.27% | 18.85 CHF | 18.90 CHF | 50,000 | 50,000 | 49,805 | 49,805 | 935,800 CHF | 938,292 CHF | 98.98% | 98.98% |
13/05/2024 | 0.27% | 18.80 CHF | 18.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 938,441 CHF | 940,941 CHF | 97.79% | 97.79% |
10/05/2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50,000 | 50,000 | 49,750 | 49,750 | 931,852 CHF | 934,341 CHF | 99.24% | 99.24% |
08/05/2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50,000 | 50,000 | 49,714 | 49,714 | 923,512 CHF | 925,999 CHF | 99.65% | 99.65% |
07/05/2024 | 0.27% | 18.65 CHF | 18.70 CHF | 50,000 | 50,000 | 49,924 | 49,924 | 926,928 CHF | 929,425 CHF | 98.64% | 98.64% |