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% | 20.70 CHF | 20.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,180,920 CHF | 5,183,420 CHF | 100.00% | 100.00% |
16/05/2024 | 0.05% | 20.79 CHF | 20.80 CHF | 250,000 | 250,000 | 249,873 | 249,873 | 5,170,900 CHF | 5,173,400 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 20.50 CHF | 20.51 CHF | 250,000 | 250,000 | 249,519 | 249,519 | 5,053,440 CHF | 5,055,940 CHF | 100.00% | 100.00% |
14/05/2024 | 0.05% | 20.11 CHF | 20.12 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,007,340 CHF | 5,009,840 CHF | 99.81% | 99.81% |
13/05/2024 | 0.05% | 20.05 CHF | 20.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,003,510 CHF | 5,006,010 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 19.91 CHF | 19.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,997,340 CHF | 4,999,840 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.87 CHF | 19.88 CHF | 250,000 | 250,000 | 249,955 | 249,955 | 4,955,490 CHF | 4,957,990 CHF | 96.63% | 96.63% |
07/05/2024 | 0.05% | 19.93 CHF | 19.94 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,952,680 CHF | 4,955,180 CHF | 98.40% | 98.40% |
06/05/2024 | 0.05% | 19.62 CHF | 19.63 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,882,060 CHF | 4,884,560 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 19.26 CHF | 19.27 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,786,790 CHF | 4,789,290 CHF | 99.85% | 99.85% |