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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.28% | 17.60 CHF | 17.65 CHF | 50,000 | 50,000 | 49,620 | 49,620 | 877,029 CHF | 879,512 CHF | 99.64% | 99.64% |
26/04/2024 | 0.29% | 17.70 CHF | 17.75 CHF | 50,000 | 50,000 | 49,616 | 49,616 | 870,621 CHF | 873,104 CHF | 99.43% | 99.43% |
25/04/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 865,627 CHF | 868,127 CHF | 97.62% | 97.62% |
24/04/2024 | 0.28% | 17.50 CHF | 17.55 CHF | 50,000 | 50,000 | 49,842 | 49,842 | 882,776 CHF | 885,269 CHF | 99.28% | 99.28% |
23/04/2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50,000 | 50,000 | 49,773 | 49,773 | 864,934 CHF | 867,424 CHF | 99.46% | 99.46% |
22/04/2024 | 0.30% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 49,566 | 49,566 | 840,115 CHF | 842,596 CHF | 98.66% | 98.66% |
19/04/2024 | 0.30% | 16.80 CHF | 16.85 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 834,373 CHF | 836,873 CHF | 98.54% | 98.54% |
18/04/2024 | 0.30% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 49,617 | 49,617 | 837,233 CHF | 839,716 CHF | 99.21% | 99.21% |
17/04/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 50,000 | 50,000 | 49,625 | 49,625 | 843,449 CHF | 845,932 CHF | 97.88% | 97.88% |
16/04/2024 | 0.30% | 16.80 CHF | 16.85 CHF | 50,000 | 50,000 | 49,875 | 49,875 | 842,486 CHF | 844,981 CHF | 94.44% | 94.44% |