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 | 0.08% | 22.13 CHF | 22.14 CHF | 45,000 | 45,000 | 19,948 | 19,948 | 444,556 CHF | 444,857 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 22.35 CHF | 22.36 CHF | 44,000 | 44,000 | 19,773 | 19,773 | 447,897 CHF | 448,197 CHF | 99.98% | 99.98% |
08/05/2024 | 0.08% | 22.45 CHF | 22.46 CHF | 44,000 | 44,000 | 19,537 | 19,537 | 438,286 CHF | 438,585 CHF | 98.97% | 98.97% |
07/05/2024 | 0.08% | 22.64 CHF | 22.65 CHF | 44,000 | 44,000 | 19,776 | 19,776 | 445,162 CHF | 445,462 CHF | 99.67% | 99.67% |
06/05/2024 | 0.08% | 22.19 CHF | 22.20 CHF | 45,000 | 45,000 | 20,524 | 20,524 | 452,436 CHF | 452,749 CHF | 99.98% | 99.98% |
03/05/2024 | 0.08% | 22.03 CHF | 22.04 CHF | 45,000 | 45,000 | 20,414 | 20,414 | 449,030 CHF | 449,340 CHF | 98.85% | 98.85% |
02/05/2024 | 0.08% | 21.58 CHF | 21.59 CHF | 45,000 | 45,000 | 20,860 | 20,860 | 446,623 CHF | 446,941 CHF | 99.40% | 99.40% |
30/04/2024 | 0.08% | 21.17 CHF | 21.18 CHF | 46,000 | 46,000 | 20,691 | 20,691 | 444,333 CHF | 444,647 CHF | 99.46% | 99.46% |
29/04/2024 | 0.08% | 21.01 CHF | 21.02 CHF | 46,000 | 46,000 | 20,186 | 20,186 | 430,958 CHF | 431,262 CHF | 98.45% | 98.45% |
26/04/2024 | 0.09% | 20.89 CHF | 20.90 CHF | 46,000 | 46,000 | 20,545 | 20,545 | 428,201 CHF | 428,510 CHF | 99.20% | 99.20% |