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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 30,000 | 30,000 | 29,807 | 29,807 | 625,878 CHF | 627,370 CHF | 99.22% | 99.22% |
08/05/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 30,000 | 30,000 | 29,819 | 29,819 | 614,663 CHF | 616,155 CHF | 99.70% | 99.70% |
07/05/2024 | 0.25% | 20.70 CHF | 20.75 CHF | 30,000 | 30,000 | 29,693 | 29,693 | 611,823 CHF | 613,310 CHF | 99.65% | 99.65% |
06/05/2024 | 0.25% | 20.30 CHF | 20.35 CHF | 30,000 | 30,000 | 29,690 | 29,690 | 600,066 CHF | 601,552 CHF | 98.28% | 98.28% |
03/05/2024 | 0.25% | 19.85 CHF | 19.90 CHF | 30,000 | 30,000 | 29,875 | 29,875 | 590,921 CHF | 592,416 CHF | 97.19% | 97.19% |
02/05/2024 | 0.26% | 19.50 CHF | 19.55 CHF | 30,000 | 30,000 | 29,829 | 29,829 | 581,700 CHF | 583,193 CHF | 99.52% | 99.52% |
30/04/2024 | 0.25% | 19.90 CHF | 19.95 CHF | 30,000 | 30,000 | 29,873 | 29,873 | 599,644 CHF | 601,139 CHF | 99.60% | 99.60% |
29/04/2024 | 0.25% | 20.10 CHF | 20.15 CHF | 30,000 | 30,000 | 29,659 | 29,659 | 595,816 CHF | 597,301 CHF | 99.75% | 99.75% |
26/04/2024 | 0.25% | 20.05 CHF | 20.10 CHF | 30,000 | 30,000 | 29,932 | 29,932 | 596,100 CHF | 597,596 CHF | 99.30% | 99.30% |
25/04/2024 | 0.26% | 19.20 CHF | 19.25 CHF | 30,000 | 30,000 | 29,657 | 29,657 | 575,904 CHF | 577,389 CHF | 97.51% | 97.51% |