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 | 0.20% | 25.65 CHF | 25.70 CHF | 30,000 | 30,000 | 29,857 | 29,857 | 762,416 CHF | 763,910 CHF | 99.49% | 99.49% |
15/05/2024 | 0.20% | 25.35 CHF | 25.40 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 745,245 CHF | 746,733 CHF | 99.99% | 99.99% |
14/05/2024 | 0.20% | 24.90 CHF | 24.95 CHF | 30,000 | 30,000 | 29,795 | 29,795 | 740,381 CHF | 741,872 CHF | 99.59% | 99.59% |
13/05/2024 | 0.20% | 24.90 CHF | 24.95 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 739,501 CHF | 740,989 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 24.80 CHF | 24.85 CHF | 30,000 | 30,000 | 29,756 | 29,756 | 740,880 CHF | 742,370 CHF | 99.39% | 99.39% |
08/05/2024 | 0.21% | 24.55 CHF | 24.60 CHF | 30,000 | 30,000 | 29,716 | 29,716 | 728,642 CHF | 730,129 CHF | 100.00% | 100.00% |
07/05/2024 | 0.21% | 24.60 CHF | 24.65 CHF | 30,000 | 30,000 | 29,703 | 29,703 | 727,896 CHF | 729,382 CHF | 99.76% | 99.76% |
06/05/2024 | 0.21% | 24.20 CHF | 24.25 CHF | 30,000 | 30,000 | 29,681 | 29,681 | 715,296 CHF | 716,782 CHF | 98.64% | 98.64% |
03/05/2024 | 0.21% | 23.70 CHF | 23.75 CHF | 30,000 | 30,000 | 29,881 | 29,881 | 707,343 CHF | 708,838 CHF | 97.52% | 97.52% |
02/05/2024 | 0.21% | 23.40 CHF | 23.45 CHF | 30,000 | 30,000 | 29,811 | 29,811 | 698,107 CHF | 699,599 CHF | 99.40% | 99.40% |