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 | 0.27% | 19.00 CHF | 19.05 CHF | 50,000 | 50,000 | 49,748 | 49,748 | 942,500 CHF | 944,989 CHF | 99.52% | 99.52% |
15/05/2024 | 0.27% | 18.75 CHF | 18.80 CHF | 50,000 | 50,000 | 49,572 | 49,572 | 916,933 CHF | 919,414 CHF | 99.86% | 99.86% |
14/05/2024 | 0.27% | 18.35 CHF | 18.40 CHF | 50,000 | 50,000 | 49,818 | 49,818 | 910,534 CHF | 913,025 CHF | 98.58% | 98.58% |
13/05/2024 | 0.27% | 18.30 CHF | 18.35 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 912,792 CHF | 915,292 CHF | 97.79% | 97.79% |
10/05/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,757 | 49,757 | 906,790 CHF | 909,279 CHF | 99.22% | 99.22% |
08/05/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,715 | 49,679 | 898,170 CHF | 900,006 CHF | 99.66% | 99.66% |
07/05/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,925 | 49,925 | 901,405 CHF | 903,901 CHF | 98.63% | 98.63% |
06/05/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50,000 | 50,000 | 49,741 | 49,741 | 883,896 CHF | 886,384 CHF | 97.84% | 97.84% |
03/05/2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50,000 | 50,000 | 49,782 | 49,782 | 865,444 CHF | 867,935 CHF | 97.08% | 97.08% |
02/05/2024 | 0.29% | 17.05 CHF | 17.10 CHF | 50,000 | 50,000 | 49,725 | 49,725 | 847,193 CHF | 849,681 CHF | 99.40% | 99.40% |