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 | 0.09% | 19.59 CHF | 19.60 CHF | 45,000 | 45,000 | 19,933 | 19,933 | 393,554 CHF | 393,856 CHF | 99.94% | 99.94% |
10/05/2024 | 0.09% | 19.81 CHF | 19.82 CHF | 44,000 | 44,000 | 19,690 | 19,690 | 395,979 CHF | 396,278 CHF | 99.55% | 99.55% |
08/05/2024 | 0.09% | 19.91 CHF | 19.92 CHF | 44,000 | 44,000 | 19,521 | 19,521 | 388,272 CHF | 388,571 CHF | 98.67% | 98.67% |
07/05/2024 | 0.09% | 20.10 CHF | 20.11 CHF | 44,000 | 44,000 | 19,708 | 19,708 | 393,587 CHF | 393,886 CHF | 99.39% | 99.39% |
06/05/2024 | 0.09% | 19.66 CHF | 19.67 CHF | 45,000 | 45,000 | 20,423 | 20,423 | 398,520 CHF | 398,833 CHF | 99.56% | 99.56% |
03/05/2024 | 0.09% | 19.50 CHF | 19.51 CHF | 45,000 | 45,000 | 20,152 | 20,152 | 392,169 CHF | 392,478 CHF | 97.88% | 97.88% |
02/05/2024 | 0.10% | 19.03 CHF | 19.04 CHF | 45,000 | 45,000 | 20,227 | 20,227 | 381,521 CHF | 381,836 CHF | 96.72% | 96.72% |
30/04/2024 | 0.09% | 18.60 CHF | 18.61 CHF | 46,000 | 46,000 | 20,693 | 20,693 | 391,553 CHF | 391,867 CHF | 99.06% | 99.06% |
29/04/2024 | 0.10% | 18.47 CHF | 18.48 CHF | 46,000 | 46,000 | 19,912 | 19,912 | 374,453 CHF | 374,756 CHF | 97.27% | 97.27% |
26/04/2024 | 0.10% | 18.34 CHF | 18.35 CHF | 46,000 | 46,000 | 20,389 | 20,389 | 373,164 CHF | 373,473 CHF | 97.80% | 97.80% |