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 | 0.09% | 19.84 CHF | 19.85 CHF | 45,000 | 45,000 | 20,336 | 20,336 | 403,798 CHF | 404,107 CHF | 99.99% | 99.99% |
13/05/2024 | 0.09% | 20.04 CHF | 20.05 CHF | 45,000 | 45,000 | 19,950 | 19,950 | 402,946 CHF | 403,248 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 20.27 CHF | 20.28 CHF | 44,000 | 44,000 | 19,763 | 19,763 | 406,416 CHF | 406,716 CHF | 99.94% | 99.94% |
08/05/2024 | 0.09% | 20.36 CHF | 20.37 CHF | 44,000 | 44,000 | 19,538 | 19,538 | 397,445 CHF | 397,743 CHF | 98.97% | 98.97% |
07/05/2024 | 0.09% | 20.56 CHF | 20.57 CHF | 44,000 | 44,000 | 19,773 | 19,773 | 403,849 CHF | 404,149 CHF | 99.67% | 99.67% |
06/05/2024 | 0.09% | 20.11 CHF | 20.12 CHF | 45,000 | 45,000 | 20,525 | 20,525 | 409,733 CHF | 410,045 CHF | 99.98% | 99.98% |
03/05/2024 | 0.09% | 19.95 CHF | 19.96 CHF | 45,000 | 45,000 | 20,392 | 20,392 | 406,094 CHF | 406,404 CHF | 99.01% | 99.01% |
02/05/2024 | 0.09% | 19.48 CHF | 19.49 CHF | 45,000 | 45,000 | 20,857 | 20,857 | 402,856 CHF | 403,174 CHF | 99.38% | 99.38% |
30/04/2024 | 0.09% | 19.05 CHF | 19.06 CHF | 46,000 | 46,000 | 20,690 | 20,690 | 400,864 CHF | 401,178 CHF | 99.46% | 99.46% |
29/04/2024 | 0.09% | 18.92 CHF | 18.93 CHF | 46,000 | 46,000 | 20,191 | 20,191 | 388,781 CHF | 389,086 CHF | 98.47% | 98.47% |