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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.05% | 19.12 CHF | 19.13 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,785,570 CHF | 4,788,070 CHF | 100.00% | 100.00% |
16/05/2024 | 0.05% | 19.21 CHF | 19.22 CHF | 250,000 | 250,000 | 249,873 | 249,873 | 4,778,370 CHF | 4,780,870 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 18.93 CHF | 18.94 CHF | 250,000 | 250,000 | 249,524 | 249,524 | 4,660,850 CHF | 4,663,350 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 18.53 CHF | 18.54 CHF | 250,000 | 250,000 | 249,950 | 249,950 | 4,612,870 CHF | 4,615,370 CHF | 99.80% | 99.80% |
13/05/2024 | 0.05% | 18.47 CHF | 18.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,609,580 CHF | 4,612,080 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.34 CHF | 18.35 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,603,510 CHF | 4,606,010 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 18.29 CHF | 18.30 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,561,150 CHF | 4,563,650 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 18.35 CHF | 18.36 CHF | 250,000 | 250,000 | 249,856 | 249,856 | 4,558,530 CHF | 4,561,030 CHF | 98.43% | 98.43% |
06/05/2024 | 0.06% | 18.05 CHF | 18.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,489,390 CHF | 4,491,890 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.70 CHF | 17.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,393,870 CHF | 4,396,370 CHF | 99.84% | 99.84% |