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% | 25.22 CHF | 25.39 CHF | 25,000 | 25,000 | 24,982 | 24,982 | 638,922 CHF | 643,168 CHF | 99.99% | 99.99% |
15/05/2024 | 0.68% | 25.48 CHF | 25.65 CHF | 25,000 | 25,000 | 24,950 | 24,950 | 623,629 CHF | 627,875 CHF | 99.80% | 99.80% |
14/05/2024 | 0.68% | 24.82 CHF | 24.99 CHF | 25,000 | 25,000 | 24,999 | 24,999 | 622,442 CHF | 626,692 CHF | 99.98% | 99.98% |
13/05/2024 | 0.67% | 25.35 CHF | 25.52 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 635,081 CHF | 639,331 CHF | 100.00% | 100.00% |
10/05/2024 | 0.65% | 25.15 CHF | 25.32 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 648,691 CHF | 652,941 CHF | 99.57% | 99.57% |
08/05/2024 | 0.66% | 25.83 CHF | 26.00 CHF | 25,000 | 25,000 | 24,992 | 24,992 | 644,934 CHF | 649,183 CHF | 99.29% | 99.29% |
07/05/2024 | 0.64% | 26.45 CHF | 26.62 CHF | 25,000 | 25,000 | 24,991 | 24,991 | 663,466 CHF | 667,715 CHF | 99.46% | 99.46% |
06/05/2024 | 0.63% | 26.32 CHF | 26.49 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 676,838 CHF | 681,088 CHF | 100.00% | 100.00% |
03/05/2024 | 0.66% | 26.14 CHF | 26.31 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 643,399 CHF | 647,649 CHF | 99.91% | 99.91% |
02/05/2024 | 0.66% | 25.90 CHF | 26.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 638,850 CHF | 643,100 CHF | 99.96% | 99.96% |