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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.15% | 22.98 CHF | 22.99 CHF | 33,000 | 33,000 | 18,132 | 18,132 | 414,245 CHF | 414,755 CHF | 99.86% | 99.86% |
10/05/2024 | 0.14% | 23.34 CHF | 23.35 CHF | 33,000 | 33,000 | 18,180 | 18,180 | 426,210 CHF | 426,722 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 23.72 CHF | 23.73 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 418,402 CHF | 418,904 CHF | 99.15% | 99.15% |
07/05/2024 | 0.14% | 23.86 CHF | 23.87 CHF | 32,000 | 32,000 | 17,979 | 17,979 | 422,642 CHF | 423,151 CHF | 99.86% | 99.86% |
06/05/2024 | 0.15% | 23.12 CHF | 23.13 CHF | 33,000 | 33,000 | 18,379 | 18,379 | 424,971 CHF | 425,488 CHF | 99.11% | 99.11% |
03/05/2024 | 0.14% | 22.66 CHF | 22.67 CHF | 33,000 | 33,000 | 18,311 | 18,311 | 421,525 CHF | 422,037 CHF | 98.59% | 98.59% |
02/05/2024 | 0.15% | 23.00 CHF | 23.01 CHF | 33,000 | 33,000 | 18,442 | 18,442 | 423,305 CHF | 423,828 CHF | 99.97% | 99.97% |
30/04/2024 | 0.14% | 23.15 CHF | 23.16 CHF | 33,000 | 33,000 | 18,287 | 18,287 | 424,608 CHF | 425,121 CHF | 98.17% | 98.17% |
29/04/2024 | 0.14% | 23.39 CHF | 23.40 CHF | 33,000 | 33,000 | 17,658 | 17,658 | 419,623 CHF | 420,117 CHF | 99.61% | 99.61% |
26/04/2024 | 0.25% | 24.12 CHF | 24.13 CHF | 32,000 | 32,000 | 12,474 | 12,474 | 303,932 CHF | 304,424 CHF | 98.05% | 98.05% |