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% | 20.30 CHF | 20.31 CHF | 250,000 | 250,000 | 249,867 | 249,867 | 5,048,020 CHF | 5,050,520 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 20.01 CHF | 20.02 CHF | 250,000 | 250,000 | 249,526 | 249,526 | 4,930,770 CHF | 4,933,270 CHF | 99.96% | 99.96% |
14/05/2024 | 0.05% | 19.61 CHF | 19.62 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,884,090 CHF | 4,886,590 CHF | 99.81% | 99.81% |
13/05/2024 | 0.05% | 19.56 CHF | 19.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,880,290 CHF | 4,882,790 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.42 CHF | 19.43 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,874,150 CHF | 4,876,650 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 19.38 CHF | 19.39 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,832,240 CHF | 4,834,740 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 19.44 CHF | 19.45 CHF | 250,000 | 250,000 | 249,850 | 249,850 | 4,828,860 CHF | 4,831,360 CHF | 98.42% | 98.42% |
06/05/2024 | 0.05% | 19.13 CHF | 19.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,759,250 CHF | 4,761,750 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 18.77 CHF | 18.78 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,663,910 CHF | 4,666,410 CHF | 99.77% | 99.77% |
02/05/2024 | 0.05% | 18.33 CHF | 18.34 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,576,740 CHF | 4,579,240 CHF | 99.54% | 99.54% |