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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.04% | 22.66 CHF | 22.67 CHF | 250,000 | 250,000 | 249,517 | 249,517 | 5,582,550 CHF | 5,585,050 CHF | 99.91% | 99.91% |
14/05/2024 | 0.05% | 22.17 CHF | 22.18 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 5,532,940 CHF | 5,535,440 CHF | 99.74% | 99.74% |
13/05/2024 | 0.05% | 22.16 CHF | 22.17 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,545,390 CHF | 5,547,890 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 22.08 CHF | 22.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,547,700 CHF | 5,550,200 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 21.83 CHF | 21.84 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,449,760 CHF | 5,452,260 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 21.89 CHF | 21.90 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,446,730 CHF | 5,449,230 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 21.51 CHF | 21.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,352,410 CHF | 5,354,910 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,244,550 CHF | 5,247,050 CHF | 99.64% | 99.64% |
02/05/2024 | 0.05% | 20.69 CHF | 20.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,172,050 CHF | 5,174,550 CHF | 99.56% | 99.56% |
30/04/2024 | 0.05% | 21.13 CHF | 21.14 CHF | 250,000 | 250,000 | 249,775 | 249,775 | 5,312,130 CHF | 5,314,630 CHF | 99.99% | 99.99% |