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 | 0.09% | 20.25 CHF | 20.26 CHF | 45,000 | 45,000 | 20,347 | 20,347 | 414,456 CHF | 414,768 CHF | 99.01% | 99.01% |
14/05/2024 | 0.09% | 20.36 CHF | 20.37 CHF | 45,000 | 45,000 | 20,274 | 20,274 | 413,175 CHF | 413,484 CHF | 99.32% | 99.32% |
13/05/2024 | 0.09% | 20.56 CHF | 20.57 CHF | 45,000 | 45,000 | 19,937 | 19,937 | 413,048 CHF | 413,350 CHF | 99.96% | 99.96% |
10/05/2024 | 0.09% | 20.78 CHF | 20.79 CHF | 44,000 | 44,000 | 19,682 | 19,682 | 414,961 CHF | 415,260 CHF | 99.52% | 99.52% |
08/05/2024 | 0.09% | 20.88 CHF | 20.89 CHF | 44,000 | 44,000 | 19,528 | 19,528 | 407,420 CHF | 407,718 CHF | 98.68% | 98.68% |
07/05/2024 | 0.09% | 21.08 CHF | 21.09 CHF | 44,000 | 44,000 | 19,720 | 19,720 | 413,002 CHF | 413,302 CHF | 99.44% | 99.44% |
06/05/2024 | 0.09% | 20.63 CHF | 20.64 CHF | 45,000 | 45,000 | 20,423 | 20,423 | 418,332 CHF | 418,644 CHF | 99.56% | 99.56% |
03/05/2024 | 0.09% | 20.47 CHF | 20.48 CHF | 45,000 | 45,000 | 20,156 | 20,156 | 411,822 CHF | 412,130 CHF | 97.97% | 97.97% |
02/05/2024 | 0.09% | 20.01 CHF | 20.02 CHF | 45,000 | 45,000 | 20,212 | 20,212 | 401,006 CHF | 401,320 CHF | 96.70% | 96.70% |
30/04/2024 | 0.09% | 19.58 CHF | 19.59 CHF | 46,000 | 46,000 | 20,696 | 20,696 | 411,839 CHF | 412,153 CHF | 99.02% | 99.02% |