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 | 0.66% | 25.44 CHF | 25.61 CHF | 25,000 | 25,000 | 24,982 | 24,982 | 644,414 CHF | 648,660 CHF | 99.99% | 99.99% |
15/05/2024 | 0.67% | 25.70 CHF | 25.87 CHF | 25,000 | 25,000 | 24,951 | 24,951 | 629,149 CHF | 633,396 CHF | 99.79% | 99.79% |
14/05/2024 | 0.67% | 25.04 CHF | 25.21 CHF | 25,000 | 25,000 | 24,999 | 24,999 | 627,974 CHF | 632,224 CHF | 99.99% | 99.99% |
13/05/2024 | 0.66% | 25.57 CHF | 25.74 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 640,587 CHF | 644,837 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 25.37 CHF | 25.54 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 654,197 CHF | 658,447 CHF | 99.57% | 99.57% |
08/05/2024 | 0.65% | 26.05 CHF | 26.22 CHF | 25,000 | 25,000 | 24,992 | 24,992 | 650,441 CHF | 654,690 CHF | 99.29% | 99.29% |
07/05/2024 | 0.63% | 26.67 CHF | 26.84 CHF | 25,000 | 25,000 | 24,991 | 24,991 | 668,963 CHF | 673,213 CHF | 99.46% | 99.46% |
06/05/2024 | 0.62% | 26.54 CHF | 26.71 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 682,327 CHF | 686,577 CHF | 100.00% | 100.00% |
03/05/2024 | 0.65% | 26.36 CHF | 26.53 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 648,887 CHF | 653,137 CHF | 99.90% | 99.90% |
02/05/2024 | 0.66% | 26.12 CHF | 26.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 644,380 CHF | 648,630 CHF | 99.96% | 99.96% |