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% | 19.03 CHF | 19.04 CHF | 250,000 | 250,000 | 249,867 | 249,867 | 4,731,430 CHF | 4,733,930 CHF | 100.00% | 100.00% |
15/05/2024 | 0.05% | 18.74 CHF | 18.75 CHF | 250,000 | 250,000 | 249,510 | 249,510 | 4,613,730 CHF | 4,616,230 CHF | 99.96% | 99.96% |
14/05/2024 | 0.05% | 18.34 CHF | 18.35 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,565,910 CHF | 4,568,410 CHF | 99.80% | 99.80% |
13/05/2024 | 0.05% | 18.28 CHF | 18.29 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,562,580 CHF | 4,565,080 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 18.15 CHF | 18.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,556,550 CHF | 4,559,050 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 18.11 CHF | 18.12 CHF | 250,000 | 250,000 | 249,957 | 249,957 | 4,514,160 CHF | 4,516,660 CHF | 96.63% | 96.63% |
07/05/2024 | 0.06% | 18.17 CHF | 18.18 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,512,210 CHF | 4,514,710 CHF | 98.40% | 98.40% |
06/05/2024 | 0.06% | 17.86 CHF | 17.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,442,510 CHF | 4,445,010 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 17.51 CHF | 17.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,346,970 CHF | 4,349,470 CHF | 99.84% | 99.84% |
02/05/2024 | 0.06% | 17.05 CHF | 17.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,257,800 CHF | 4,260,300 CHF | 99.56% | 99.56% |