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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.10% | 50.05 CHF | 50.10 CHF | 80,500 | 80,500 | 80,500 | 80,500 | 3,996,580 CHF | 4,000,610 CHF | 99.59% | 99.59% |
30/04/2024 | 0.19% | 50.10 CHF | 50.15 CHF | 77,300 | 77,300 | 77,219 | 77,219 | 3,945,890 CHF | 3,953,450 CHF | 100.00% | 100.00% |
29/04/2024 | 0.20% | 51.10 CHF | 51.20 CHF | 78,000 | 78,000 | 77,959 | 77,959 | 3,986,200 CHF | 3,994,000 CHF | 99.64% | 99.64% |
26/04/2024 | 0.12% | 50.60 CHF | 50.70 CHF | 78,900 | 78,900 | 78,900 | 78,900 | 3,980,780 CHF | 3,985,620 CHF | 99.68% | 99.68% |
25/04/2024 | 0.16% | 48.75 CHF | 48.80 CHF | 76,600 | 76,600 | 76,560 | 76,560 | 3,872,070 CHF | 3,878,420 CHF | 100.00% | 100.00% |
23/04/2024 | 0.19% | 52.20 CHF | 52.30 CHF | 77,800 | 77,800 | 77,759 | 77,759 | 3,991,340 CHF | 3,999,120 CHF | 100.00% | 100.00% |
22/04/2024 | 0.15% | 49.75 CHF | 49.80 CHF | 79,200 | 79,200 | 79,117 | 79,117 | 3,987,940 CHF | 3,993,810 CHF | 100.00% | 100.00% |
19/04/2024 | 0.10% | 49.35 CHF | 49.40 CHF | 80,600 | 80,600 | 80,600 | 80,600 | 3,890,280 CHF | 3,894,310 CHF | 99.98% | 99.98% |
18/04/2024 | 0.10% | 50.00 CHF | 50.05 CHF | 80,700 | 80,700 | 80,700 | 80,700 | 3,946,100 CHF | 3,950,140 CHF | 100.00% | 100.00% |
17/04/2024 | 0.10% | 48.50 CHF | 48.55 CHF | 80,400 | 80,400 | 80,237 | 80,237 | 3,949,130 CHF | 3,953,150 CHF | 100.00% | 100.00% |