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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.14% | 25.10 CHF | 25.11 CHF | 31,000 | 31,000 | 17,526 | 17,526 | 436,669 CHF | 437,169 CHF | 98.84% | 98.84% |
16/05/2024 | 0.14% | 24.86 CHF | 24.87 CHF | 32,000 | 32,000 | 17,731 | 17,731 | 435,771 CHF | 436,272 CHF | 99.93% | 99.93% |
15/05/2024 | 0.14% | 24.34 CHF | 24.35 CHF | 32,000 | 32,000 | 17,657 | 17,657 | 428,015 CHF | 428,513 CHF | 100.00% | 100.00% |
14/05/2024 | 0.14% | 24.09 CHF | 24.10 CHF | 32,000 | 32,000 | 18,016 | 18,016 | 432,105 CHF | 432,614 CHF | 99.63% | 99.63% |
13/05/2024 | 0.14% | 23.45 CHF | 23.46 CHF | 33,000 | 33,000 | 18,160 | 18,160 | 423,499 CHF | 424,009 CHF | 99.88% | 99.88% |
10/05/2024 | 0.14% | 23.81 CHF | 23.82 CHF | 33,000 | 33,000 | 18,204 | 18,204 | 435,393 CHF | 435,906 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 24.19 CHF | 24.20 CHF | 32,000 | 32,000 | 17,625 | 17,625 | 426,790 CHF | 427,292 CHF | 99.13% | 99.13% |
07/05/2024 | 0.14% | 24.33 CHF | 24.34 CHF | 32,000 | 32,000 | 17,979 | 17,979 | 431,153 CHF | 431,663 CHF | 99.85% | 99.85% |
06/05/2024 | 0.14% | 23.59 CHF | 23.60 CHF | 33,000 | 33,000 | 18,333 | 18,333 | 432,571 CHF | 433,089 CHF | 100.00% | 100.00% |
03/05/2024 | 0.14% | 23.14 CHF | 23.15 CHF | 33,000 | 33,000 | 18,280 | 18,280 | 429,466 CHF | 429,979 CHF | 99.43% | 99.43% |