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 | 0.06% | 18.13 CHF | 18.14 CHF | 250,000 | 250,000 | 249,867 | 249,867 | 4,506,890 CHF | 4,509,390 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 17.84 CHF | 17.85 CHF | 250,000 | 250,000 | 249,521 | 249,521 | 4,389,310 CHF | 4,391,810 CHF | 99.95% | 99.95% |
14/05/2024 | 0.06% | 17.44 CHF | 17.45 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,340,390 CHF | 4,342,890 CHF | 99.82% | 99.82% |
13/05/2024 | 0.06% | 17.38 CHF | 17.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,337,280 CHF | 4,339,780 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.25 CHF | 17.26 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,331,310 CHF | 4,333,810 CHF | 100.00% | 100.00% |
08/05/2024 | 0.06% | 17.20 CHF | 17.21 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,288,570 CHF | 4,291,070 CHF | 96.63% | 96.63% |
07/05/2024 | 0.06% | 17.27 CHF | 17.28 CHF | 250,000 | 250,000 | 249,852 | 249,852 | 4,286,520 CHF | 4,289,020 CHF | 98.43% | 98.43% |
06/05/2024 | 0.06% | 16.96 CHF | 16.97 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,217,910 CHF | 4,220,410 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 16.61 CHF | 16.62 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,122,190 CHF | 4,124,690 CHF | 99.81% | 99.81% |
02/05/2024 | 0.06% | 16.14 CHF | 16.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,031,610 CHF | 4,034,110 CHF | 99.55% | 99.55% |