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% | 21.08 CHF | 21.09 CHF | 45,000 | 45,000 | 19,951 | 19,951 | 423,741 CHF | 424,042 CHF | 100.00% | 100.00% |
10/05/2024 | 0.08% | 21.31 CHF | 21.32 CHF | 44,000 | 44,000 | 19,764 | 19,764 | 427,044 CHF | 427,344 CHF | 99.94% | 99.94% |
08/05/2024 | 0.08% | 21.40 CHF | 21.41 CHF | 44,000 | 44,000 | 19,537 | 19,537 | 417,844 CHF | 418,142 CHF | 98.97% | 98.97% |
07/05/2024 | 0.08% | 21.60 CHF | 21.61 CHF | 44,000 | 44,000 | 19,775 | 19,775 | 424,501 CHF | 424,801 CHF | 99.67% | 99.67% |
06/05/2024 | 0.09% | 21.15 CHF | 21.16 CHF | 45,000 | 45,000 | 20,525 | 20,525 | 431,050 CHF | 431,363 CHF | 99.98% | 99.98% |
03/05/2024 | 0.09% | 20.99 CHF | 21.00 CHF | 45,000 | 45,000 | 20,400 | 20,400 | 427,461 CHF | 427,771 CHF | 99.05% | 99.05% |
02/05/2024 | 0.09% | 20.53 CHF | 20.54 CHF | 45,000 | 45,000 | 20,856 | 20,856 | 424,645 CHF | 424,963 CHF | 99.38% | 99.38% |
30/04/2024 | 0.09% | 20.11 CHF | 20.12 CHF | 46,000 | 46,000 | 20,690 | 20,690 | 422,558 CHF | 422,873 CHF | 99.46% | 99.46% |
29/04/2024 | 0.09% | 19.97 CHF | 19.98 CHF | 46,000 | 46,000 | 20,190 | 20,190 | 409,891 CHF | 410,195 CHF | 98.47% | 98.47% |
26/04/2024 | 0.09% | 19.84 CHF | 19.85 CHF | 46,000 | 46,000 | 20,551 | 20,551 | 406,781 CHF | 407,090 CHF | 99.23% | 99.23% |