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 | 0.08% | 21.37 CHF | 21.38 CHF | 45,000 | 45,000 | 20,282 | 20,282 | 433,984 CHF | 434,293 CHF | 99.28% | 99.28% |
13/05/2024 | 0.08% | 21.58 CHF | 21.59 CHF | 45,000 | 45,000 | 19,948 | 19,948 | 433,511 CHF | 433,812 CHF | 99.98% | 99.98% |
10/05/2024 | 0.08% | 21.80 CHF | 21.81 CHF | 44,000 | 44,000 | 19,683 | 19,683 | 434,960 CHF | 435,259 CHF | 99.52% | 99.52% |
08/05/2024 | 0.08% | 21.90 CHF | 21.91 CHF | 44,000 | 44,000 | 19,525 | 19,525 | 427,236 CHF | 427,535 CHF | 98.58% | 98.58% |
07/05/2024 | 0.08% | 22.09 CHF | 22.10 CHF | 44,000 | 44,000 | 19,713 | 19,713 | 432,856 CHF | 433,156 CHF | 99.42% | 99.42% |
06/05/2024 | 0.08% | 21.64 CHF | 21.65 CHF | 45,000 | 45,000 | 20,420 | 20,420 | 438,927 CHF | 439,240 CHF | 99.55% | 99.55% |
03/05/2024 | 0.08% | 21.48 CHF | 21.49 CHF | 45,000 | 45,000 | 20,178 | 20,178 | 432,710 CHF | 433,019 CHF | 97.70% | 97.70% |
02/05/2024 | 0.09% | 21.02 CHF | 21.03 CHF | 45,000 | 45,000 | 20,241 | 20,241 | 422,197 CHF | 422,512 CHF | 96.82% | 96.82% |
30/04/2024 | 0.09% | 20.61 CHF | 20.62 CHF | 46,000 | 46,000 | 20,692 | 20,692 | 432,892 CHF | 433,206 CHF | 99.01% | 99.01% |
29/04/2024 | 0.09% | 20.46 CHF | 20.47 CHF | 46,000 | 46,000 | 19,897 | 19,897 | 413,843 CHF | 414,146 CHF | 97.23% | 97.23% |