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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/04/2024 | 0.06% | 28.20 CHF | 28.21 CHF | 42,000 | 42,000 | 15,063 | 15,063 | 420,349 CHF | 420,559 CHF | 99.50% | 99.50% |
24/04/2024 | 0.06% | 28.06 CHF | 28.07 CHF | 42,000 | 42,000 | 14,339 | 14,339 | 411,898 CHF | 412,094 CHF | 97.97% | 97.97% |
23/04/2024 | 0.06% | 28.76 CHF | 28.77 CHF | 42,000 | 42,000 | 15,056 | 15,056 | 425,887 CHF | 426,096 CHF | 99.98% | 99.98% |
22/04/2024 | 0.07% | 27.75 CHF | 27.76 CHF | 43,000 | 43,000 | 14,580 | 14,580 | 402,688 CHF | 402,891 CHF | 98.20% | 98.20% |
19/04/2024 | 0.11% | 28.25 CHF | 28.26 CHF | 42,000 | 42,000 | 10,626 | 10,626 | 305,389 CHF | 305,581 CHF | 87.37% | 87.37% |
18/04/2024 | 0.06% | 31.90 CHF | 31.91 CHF | 39,000 | 39,000 | 13,604 | 13,604 | 431,706 CHF | 431,893 CHF | 99.93% | 99.93% |
17/04/2024 | 0.06% | 31.71 CHF | 31.72 CHF | 39,000 | 39,000 | 13,606 | 13,606 | 434,231 CHF | 434,418 CHF | 99.99% | 99.99% |
16/04/2024 | 0.06% | 32.19 CHF | 32.20 CHF | 38,000 | 38,000 | 13,498 | 13,498 | 428,891 CHF | 429,078 CHF | 98.96% | 98.96% |
15/04/2024 | 0.07% | 32.21 CHF | 32.22 CHF | 38,000 | 38,000 | 13,271 | 13,271 | 431,446 CHF | 431,663 CHF | 98.92% | 98.92% |
12/04/2024 | 0.07% | 32.38 CHF | 32.39 CHF | 38,000 | 38,000 | 12,970 | 12,970 | 423,210 CHF | 423,420 CHF | 98.16% | 98.16% |