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 | 0.05% | 19.50 CHF | 19.51 CHF | 250,000 | 250,000 | 249,795 | 249,795 | 4,847,070 CHF | 4,849,570 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 19.21 CHF | 19.22 CHF | 250,000 | 250,000 | 249,524 | 249,524 | 4,731,090 CHF | 4,733,590 CHF | 99.94% | 99.94% |
14/05/2024 | 0.05% | 18.81 CHF | 18.82 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 4,683,550 CHF | 4,686,050 CHF | 99.82% | 99.82% |
13/05/2024 | 0.05% | 18.75 CHF | 18.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,680,050 CHF | 4,682,550 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.62 CHF | 18.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,673,950 CHF | 4,676,450 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 18.58 CHF | 18.59 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,631,730 CHF | 4,634,230 CHF | 96.64% | 96.64% |
07/05/2024 | 0.05% | 18.64 CHF | 18.65 CHF | 250,000 | 250,000 | 249,859 | 249,859 | 4,629,010 CHF | 4,631,510 CHF | 98.43% | 98.43% |
06/05/2024 | 0.05% | 18.33 CHF | 18.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,559,610 CHF | 4,562,110 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.98 CHF | 17.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,464,150 CHF | 4,466,650 CHF | 99.88% | 99.88% |
02/05/2024 | 0.06% | 17.52 CHF | 17.53 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,375,710 CHF | 4,378,210 CHF | 99.58% | 99.58% |