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 | 0.26% | 19.25 CHF | 19.30 CHF | 50,000 | 50,000 | 49,748 | 49,748 | 955,077 CHF | 957,565 CHF | 99.53% | 99.53% |
15/05/2024 | 0.27% | 19.00 CHF | 19.05 CHF | 50,000 | 50,000 | 49,572 | 49,572 | 929,595 CHF | 932,076 CHF | 99.92% | 99.92% |
14/05/2024 | 0.27% | 18.60 CHF | 18.65 CHF | 50,000 | 50,000 | 49,774 | 49,774 | 922,500 CHF | 924,990 CHF | 99.34% | 99.34% |
13/05/2024 | 0.27% | 18.55 CHF | 18.60 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 916,974 CHF | 919,390 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 18.40 CHF | 18.45 CHF | 50,000 | 50,000 | 49,668 | 49,668 | 917,678 CHF | 920,163 CHF | 99.18% | 99.18% |
08/05/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50,000 | 50,000 | 49,714 | 49,714 | 910,813 CHF | 913,300 CHF | 99.66% | 99.66% |
07/05/2024 | 0.28% | 18.40 CHF | 18.45 CHF | 50,000 | 50,000 | 49,504 | 49,502 | 906,397 CHF | 908,830 CHF | 99.56% | 99.56% |
06/05/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,781 | 49,781 | 897,512 CHF | 900,002 CHF | 97.47% | 97.47% |
03/05/2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50,000 | 50,000 | 49,781 | 49,781 | 878,007 CHF | 880,498 CHF | 97.14% | 97.14% |
02/05/2024 | 0.29% | 17.30 CHF | 17.35 CHF | 50,000 | 50,000 | 49,724 | 49,724 | 859,920 CHF | 862,407 CHF | 99.14% | 99.14% |