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% | 18.57 CHF | 18.58 CHF | 250,000 | 250,000 | 249,795 | 249,795 | 4,617,120 CHF | 4,619,620 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 18.29 CHF | 18.30 CHF | 250,000 | 250,000 | 249,531 | 249,531 | 4,501,050 CHF | 4,503,550 CHF | 99.97% | 99.97% |
14/05/2024 | 0.06% | 17.89 CHF | 17.90 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,452,450 CHF | 4,454,950 CHF | 99.82% | 99.82% |
13/05/2024 | 0.06% | 17.83 CHF | 17.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,449,200 CHF | 4,451,700 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.69 CHF | 17.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,443,200 CHF | 4,445,700 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,400,610 CHF | 4,403,110 CHF | 96.62% | 96.62% |
07/05/2024 | 0.06% | 17.71 CHF | 17.72 CHF | 250,000 | 250,000 | 249,858 | 249,858 | 4,398,400 CHF | 4,400,900 CHF | 98.42% | 98.42% |
06/05/2024 | 0.06% | 17.41 CHF | 17.42 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,329,490 CHF | 4,331,990 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.06 CHF | 17.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,233,860 CHF | 4,236,360 CHF | 99.85% | 99.85% |
02/05/2024 | 0.06% | 16.59 CHF | 16.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,143,930 CHF | 4,146,430 CHF | 99.52% | 99.52% |