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% | 20.22 CHF | 20.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,058,870 CHF | 5,061,370 CHF | 100.00% | 100.00% |
16/05/2024 | 0.05% | 20.30 CHF | 20.31 CHF | 250,000 | 250,000 | 249,801 | 249,801 | 5,048,290 CHF | 5,050,790 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250,000 | 250,000 | 249,511 | 249,511 | 4,932,070 CHF | 4,934,570 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 19.62 CHF | 19.63 CHF | 250,000 | 250,000 | 249,952 | 249,952 | 4,885,580 CHF | 4,888,080 CHF | 99.78% | 99.78% |
13/05/2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,881,930 CHF | 4,884,430 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.43 CHF | 19.44 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,875,800 CHF | 4,878,300 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.39 CHF | 19.40 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 4,833,790 CHF | 4,836,290 CHF | 96.64% | 96.64% |
07/05/2024 | 0.05% | 19.44 CHF | 19.45 CHF | 250,000 | 250,000 | 249,887 | 249,887 | 4,831,160 CHF | 4,833,660 CHF | 98.40% | 98.40% |
06/05/2024 | 0.05% | 19.14 CHF | 19.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,760,850 CHF | 4,763,350 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 18.78 CHF | 18.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,665,540 CHF | 4,668,040 CHF | 99.86% | 99.86% |