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 | 0.24% | 20.90 CHF | 20.95 CHF | 45,000 | 45,000 | 44,769 | 44,769 | 932,206 CHF | 934,446 CHF | 99.54% | 99.54% |
15/05/2024 | 0.25% | 20.65 CHF | 20.70 CHF | 45,000 | 45,000 | 44,606 | 44,606 | 908,129 CHF | 910,362 CHF | 98.47% | 98.47% |
14/05/2024 | 0.25% | 20.15 CHF | 20.20 CHF | 45,000 | 45,000 | 44,821 | 44,821 | 901,640 CHF | 903,882 CHF | 99.24% | 99.24% |
13/05/2024 | 0.25% | 20.15 CHF | 20.20 CHF | 45,000 | 45,000 | 44,579 | 44,576 | 898,532 CHF | 900,702 CHF | 100.00% | 100.00% |
10/05/2024 | 0.25% | 20.05 CHF | 20.10 CHF | 45,000 | 45,000 | 44,616 | 44,616 | 900,031 CHF | 902,264 CHF | 99.47% | 99.47% |
08/05/2024 | 0.25% | 19.80 CHF | 19.85 CHF | 45,000 | 45,000 | 44,740 | 44,740 | 885,372 CHF | 887,610 CHF | 99.65% | 99.65% |
07/05/2024 | 0.25% | 19.85 CHF | 19.90 CHF | 45,000 | 45,000 | 44,919 | 44,919 | 888,526 CHF | 890,772 CHF | 98.88% | 98.88% |
06/05/2024 | 0.26% | 19.50 CHF | 19.55 CHF | 45,000 | 45,000 | 44,793 | 44,793 | 868,421 CHF | 870,662 CHF | 98.00% | 98.00% |
03/05/2024 | 0.26% | 19.00 CHF | 19.05 CHF | 45,000 | 45,000 | 44,788 | 44,788 | 849,006 CHF | 851,247 CHF | 97.58% | 97.58% |
02/05/2024 | 0.27% | 18.65 CHF | 18.70 CHF | 45,000 | 45,000 | 44,714 | 44,714 | 834,940 CHF | 837,178 CHF | 98.95% | 98.95% |