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 | 0.05% | 20.12 CHF | 20.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,008,500 CHF | 5,011,000 CHF | 100.00% | 100.00% |
21/05/2024 | 0.05% | 19.85 CHF | 19.86 CHF | 250,000 | 250,000 | 249,823 | 249,823 | 4,955,030 CHF | 4,957,530 CHF | 99.80% | 99.80% |
17/05/2024 | 0.05% | 19.65 CHF | 19.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,916,640 CHF | 4,919,140 CHF | 100.00% | 100.00% |
16/05/2024 | 0.05% | 19.74 CHF | 19.75 CHF | 250,000 | 250,000 | 249,795 | 249,795 | 4,906,890 CHF | 4,909,390 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.45 CHF | 19.46 CHF | 250,000 | 250,000 | 249,527 | 249,527 | 4,791,020 CHF | 4,793,520 CHF | 99.94% | 99.94% |
14/05/2024 | 0.05% | 19.05 CHF | 19.06 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 4,743,690 CHF | 4,746,190 CHF | 99.81% | 99.81% |
13/05/2024 | 0.05% | 19.00 CHF | 19.01 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,740,100 CHF | 4,742,600 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.86 CHF | 18.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,733,990 CHF | 4,736,490 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 18.82 CHF | 18.83 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,691,860 CHF | 4,694,360 CHF | 96.62% | 96.62% |
07/05/2024 | 0.05% | 18.88 CHF | 18.89 CHF | 250,000 | 250,000 | 249,856 | 249,856 | 4,688,940 CHF | 4,691,440 CHF | 98.42% | 98.42% |