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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.06% | 29.85 CHF | 29.86 CHF | 45,000 | 45,000 | 20,336 | 20,336 | 607,647 CHF | 607,956 CHF | 99.98% | 99.98% |
13/05/2024 | 0.06% | 30.07 CHF | 30.08 CHF | 45,000 | 45,000 | 19,948 | 19,948 | 602,667 CHF | 602,968 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 30.28 CHF | 30.29 CHF | 44,000 | 44,000 | 19,765 | 19,765 | 604,352 CHF | 604,652 CHF | 99.94% | 99.94% |
08/05/2024 | 0.06% | 30.39 CHF | 30.40 CHF | 44,000 | 44,000 | 19,533 | 19,533 | 593,199 CHF | 593,497 CHF | 99.04% | 99.04% |
07/05/2024 | 0.06% | 30.56 CHF | 30.57 CHF | 44,000 | 44,000 | 19,776 | 19,776 | 601,794 CHF | 602,094 CHF | 99.67% | 99.67% |
06/05/2024 | 0.06% | 30.10 CHF | 30.11 CHF | 45,000 | 45,000 | 20,523 | 20,523 | 614,565 CHF | 614,878 CHF | 99.97% | 99.97% |
03/05/2024 | 0.06% | 29.92 CHF | 29.93 CHF | 45,000 | 45,000 | 20,391 | 20,391 | 609,652 CHF | 609,962 CHF | 99.03% | 99.03% |
02/05/2024 | 0.06% | 29.54 CHF | 29.55 CHF | 45,000 | 45,000 | 20,854 | 20,854 | 612,519 CHF | 612,837 CHF | 99.37% | 99.37% |
30/04/2024 | 0.06% | 29.16 CHF | 29.17 CHF | 46,000 | 46,000 | 20,704 | 20,704 | 609,509 CHF | 609,823 CHF | 99.07% | 99.07% |
29/04/2024 | 0.06% | 28.95 CHF | 28.96 CHF | 46,000 | 46,000 | 20,185 | 20,185 | 591,366 CHF | 591,671 CHF | 98.44% | 98.44% |