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 | 0.23% | 22.10 CHF | 22.15 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 653,834 CHF | 655,322 CHF | 100.00% | 100.00% |
15/05/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 639,855 CHF | 641,342 CHF | 100.00% | 100.00% |
14/05/2024 | 0.24% | 21.35 CHF | 21.40 CHF | 30,000 | 30,000 | 29,799 | 29,799 | 634,616 CHF | 636,107 CHF | 99.54% | 99.54% |
13/05/2024 | 0.24% | 21.35 CHF | 21.40 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 634,056 CHF | 635,500 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 21.25 CHF | 21.30 CHF | 30,000 | 30,000 | 29,779 | 29,779 | 635,824 CHF | 637,314 CHF | 99.30% | 99.30% |
08/05/2024 | 0.24% | 21.00 CHF | 21.05 CHF | 30,000 | 30,000 | 29,822 | 29,822 | 625,286 CHF | 626,778 CHF | 99.67% | 99.67% |
07/05/2024 | 0.24% | 21.05 CHF | 21.10 CHF | 30,000 | 30,000 | 29,697 | 29,695 | 622,410 CHF | 623,864 CHF | 99.61% | 99.61% |
06/05/2024 | 0.25% | 20.65 CHF | 20.70 CHF | 30,000 | 30,000 | 29,698 | 29,698 | 610,698 CHF | 612,184 CHF | 98.43% | 98.43% |
03/05/2024 | 0.25% | 20.20 CHF | 20.25 CHF | 30,000 | 30,000 | 29,873 | 29,873 | 601,421 CHF | 602,915 CHF | 97.05% | 97.05% |
02/05/2024 | 0.25% | 19.85 CHF | 19.90 CHF | 30,000 | 30,000 | 29,832 | 29,832 | 592,341 CHF | 593,833 CHF | 99.28% | 99.28% |