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 | 0.05% | 18.93 CHF | 18.94 CHF | 71,900 | 71,900 | 70,755 | 70,755 | 1,334,310 CHF | 1,335,010 CHF | 99.92% | 99.92% |
30/04/2024 | 0.05% | 18.87 CHF | 18.88 CHF | 70,200 | 70,200 | 67,964 | 67,964 | 1,308,370 CHF | 1,309,050 CHF | 99.76% | 99.76% |
29/04/2024 | 0.05% | 20.02 CHF | 20.03 CHF | 67,700 | 67,700 | 66,891 | 66,891 | 1,346,680 CHF | 1,347,350 CHF | 99.99% | 99.99% |
26/04/2024 | 0.05% | 20.12 CHF | 20.13 CHF | 66,800 | 66,800 | 68,573 | 68,573 | 1,401,620 CHF | 1,402,310 CHF | 99.16% | 99.16% |
25/04/2024 | 0.05% | 20.11 CHF | 20.12 CHF | 68,800 | 68,800 | 68,711 | 68,711 | 1,364,010 CHF | 1,364,700 CHF | 99.51% | 99.51% |
23/04/2024 | 0.05% | 19.59 CHF | 19.60 CHF | 67,900 | 67,900 | 67,366 | 67,366 | 1,292,540 CHF | 1,293,220 CHF | 99.34% | 99.34% |
22/04/2024 | 0.05% | 20.19 CHF | 20.20 CHF | 67,300 | 67,300 | 63,752 | 63,752 | 1,318,180 CHF | 1,318,810 CHF | 100.00% | 100.00% |
19/04/2024 | 0.05% | 22.27 CHF | 22.28 CHF | 63,300 | 63,300 | 63,123 | 63,123 | 1,379,440 CHF | 1,380,070 CHF | 99.97% | 99.97% |
18/04/2024 | 0.05% | 21.88 CHF | 21.89 CHF | 63,100 | 63,100 | 62,478 | 62,478 | 1,362,670 CHF | 1,363,300 CHF | 99.68% | 99.68% |
17/04/2024 | 0.05% | 22.17 CHF | 22.18 CHF | 62,400 | 62,400 | 63,702 | 63,702 | 1,409,330 CHF | 1,409,970 CHF | 99.96% | 99.96% |