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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.07% | 26.30 CHF | 26.31 CHF | 45,000 | 45,000 | 20,281 | 20,281 | 533,907 CHF | 534,216 CHF | 99.25% | 99.25% |
13/05/2024 | 0.07% | 26.51 CHF | 26.52 CHF | 45,000 | 45,000 | 19,939 | 19,939 | 531,506 CHF | 531,808 CHF | 99.97% | 99.97% |
10/05/2024 | 0.07% | 26.72 CHF | 26.73 CHF | 44,000 | 44,000 | 19,668 | 19,668 | 531,506 CHF | 531,806 CHF | 99.46% | 99.46% |
08/05/2024 | 0.07% | 26.83 CHF | 26.84 CHF | 44,000 | 44,000 | 19,524 | 19,524 | 523,460 CHF | 523,758 CHF | 98.55% | 98.55% |
07/05/2024 | 0.07% | 27.01 CHF | 27.02 CHF | 44,000 | 44,000 | 19,695 | 19,695 | 529,375 CHF | 529,674 CHF | 99.34% | 99.34% |
06/05/2024 | 0.07% | 26.55 CHF | 26.56 CHF | 45,000 | 45,000 | 20,419 | 20,419 | 539,148 CHF | 539,460 CHF | 99.54% | 99.54% |
03/05/2024 | 0.07% | 26.38 CHF | 26.39 CHF | 45,000 | 45,000 | 20,123 | 20,123 | 530,328 CHF | 530,636 CHF | 97.72% | 97.72% |
02/05/2024 | 0.07% | 25.97 CHF | 25.98 CHF | 45,000 | 45,000 | 20,095 | 20,095 | 518,529 CHF | 518,843 CHF | 96.21% | 96.21% |
30/04/2024 | 0.07% | 25.58 CHF | 25.59 CHF | 46,000 | 46,000 | 20,690 | 20,690 | 535,245 CHF | 535,560 CHF | 99.04% | 99.04% |
29/04/2024 | 0.07% | 25.39 CHF | 25.40 CHF | 46,000 | 46,000 | 19,896 | 19,896 | 512,078 CHF | 512,381 CHF | 97.20% | 97.20% |