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% | 21.80 CHF | 21.81 CHF | 250,000 | 250,000 | 249,800 | 249,800 | 5,421,500 CHF | 5,424,000 CHF | 99.99% | 99.99% |
15/05/2024 | 0.05% | 21.53 CHF | 21.54 CHF | 250,000 | 250,000 | 249,513 | 249,513 | 5,299,350 CHF | 5,301,850 CHF | 99.90% | 99.90% |
14/05/2024 | 0.05% | 21.03 CHF | 21.04 CHF | 250,000 | 250,000 | 249,949 | 249,949 | 5,248,650 CHF | 5,251,150 CHF | 99.74% | 99.74% |
13/05/2024 | 0.05% | 21.02 CHF | 21.03 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,261,460 CHF | 5,263,960 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 20.94 CHF | 20.95 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,263,730 CHF | 5,266,230 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 20.70 CHF | 20.71 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 5,165,520 CHF | 5,168,020 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 20.75 CHF | 20.76 CHF | 250,000 | 250,000 | 249,884 | 249,884 | 5,163,110 CHF | 5,165,610 CHF | 99.72% | 99.72% |
06/05/2024 | 0.05% | 20.38 CHF | 20.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,069,370 CHF | 5,071,870 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 19.89 CHF | 19.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,961,250 CHF | 4,963,750 CHF | 99.60% | 99.60% |
02/05/2024 | 0.05% | 19.55 CHF | 19.56 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,886,980 CHF | 4,889,480 CHF | 99.55% | 99.55% |