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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.08% | 23.01 CHF | 23.02 CHF | 45,000 | 45,000 | 20,344 | 20,344 | 470,572 CHF | 470,884 CHF | 98.90% | 98.90% |
14/05/2024 | 0.08% | 23.12 CHF | 23.13 CHF | 45,000 | 45,000 | 20,279 | 20,279 | 469,414 CHF | 469,723 CHF | 99.30% | 99.30% |
13/05/2024 | 0.08% | 23.33 CHF | 23.34 CHF | 45,000 | 45,000 | 19,938 | 19,938 | 468,170 CHF | 468,472 CHF | 99.96% | 99.96% |
10/05/2024 | 0.08% | 23.55 CHF | 23.56 CHF | 44,000 | 44,000 | 19,672 | 19,672 | 469,159 CHF | 469,458 CHF | 99.47% | 99.47% |
08/05/2024 | 0.08% | 23.65 CHF | 23.66 CHF | 44,000 | 44,000 | 19,531 | 19,531 | 461,562 CHF | 461,860 CHF | 98.57% | 98.57% |
07/05/2024 | 0.08% | 23.84 CHF | 23.85 CHF | 44,000 | 44,000 | 19,696 | 19,696 | 466,910 CHF | 467,209 CHF | 99.34% | 99.34% |
06/05/2024 | 0.08% | 23.38 CHF | 23.39 CHF | 45,000 | 45,000 | 20,406 | 20,406 | 474,217 CHF | 474,529 CHF | 99.48% | 99.48% |
03/05/2024 | 0.08% | 23.22 CHF | 23.23 CHF | 45,000 | 45,000 | 20,131 | 20,131 | 466,808 CHF | 467,116 CHF | 97.79% | 97.79% |
02/05/2024 | 0.08% | 22.78 CHF | 22.79 CHF | 45,000 | 45,000 | 20,195 | 20,195 | 456,723 CHF | 457,038 CHF | 96.63% | 96.63% |
30/04/2024 | 0.08% | 22.38 CHF | 22.39 CHF | 46,000 | 46,000 | 20,690 | 20,690 | 469,216 CHF | 469,530 CHF | 99.04% | 99.04% |