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% | 18.43 CHF | 18.44 CHF | 250,000 | 250,000 | 249,793 | 249,793 | 4,582,300 CHF | 4,584,800 CHF | 100.00% | 100.00% |
15/05/2024 | 0.06% | 18.16 CHF | 18.17 CHF | 250,000 | 250,000 | 249,505 | 249,505 | 4,459,580 CHF | 4,462,080 CHF | 99.91% | 99.91% |
14/05/2024 | 0.06% | 17.66 CHF | 17.67 CHF | 250,000 | 250,000 | 249,953 | 249,953 | 4,405,320 CHF | 4,407,820 CHF | 99.73% | 99.73% |
13/05/2024 | 0.06% | 17.65 CHF | 17.66 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,419,090 CHF | 4,421,590 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 17.57 CHF | 17.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,421,690 CHF | 4,424,190 CHF | 99.99% | 99.99% |
08/05/2024 | 0.06% | 17.32 CHF | 17.33 CHF | 250,000 | 250,000 | 249,956 | 249,956 | 4,322,310 CHF | 4,324,810 CHF | 99.67% | 99.67% |
07/05/2024 | 0.06% | 17.39 CHF | 17.40 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,321,750 CHF | 4,324,250 CHF | 99.73% | 99.73% |
06/05/2024 | 0.06% | 17.01 CHF | 17.02 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,229,730 CHF | 4,232,230 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 16.54 CHF | 16.55 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,121,050 CHF | 4,123,550 CHF | 99.64% | 99.64% |
02/05/2024 | 0.06% | 16.17 CHF | 16.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,041,360 CHF | 4,043,860 CHF | 99.54% | 99.54% |