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 | 0.10% | 18.80 CHF | 18.81 CHF | 45,000 | 45,000 | 20,334 | 20,334 | 382,706 CHF | 383,015 CHF | 99.97% | 99.97% |
13/05/2024 | 0.09% | 19.01 CHF | 19.02 CHF | 45,000 | 45,000 | 19,948 | 19,948 | 382,257 CHF | 382,559 CHF | 100.00% | 100.00% |
10/05/2024 | 0.09% | 19.23 CHF | 19.24 CHF | 44,000 | 44,000 | 19,768 | 19,768 | 386,042 CHF | 386,342 CHF | 99.96% | 99.96% |
08/05/2024 | 0.09% | 19.32 CHF | 19.33 CHF | 44,000 | 44,000 | 19,538 | 19,538 | 377,205 CHF | 377,503 CHF | 98.97% | 98.97% |
07/05/2024 | 0.09% | 19.52 CHF | 19.53 CHF | 44,000 | 44,000 | 19,775 | 19,775 | 383,443 CHF | 383,743 CHF | 99.67% | 99.67% |
06/05/2024 | 0.10% | 19.08 CHF | 19.09 CHF | 45,000 | 45,000 | 20,524 | 20,524 | 388,547 CHF | 388,859 CHF | 99.98% | 99.98% |
03/05/2024 | 0.10% | 18.92 CHF | 18.93 CHF | 45,000 | 45,000 | 20,418 | 20,418 | 385,525 CHF | 385,834 CHF | 98.87% | 98.87% |
02/05/2024 | 0.10% | 18.44 CHF | 18.45 CHF | 45,000 | 45,000 | 20,855 | 20,855 | 381,116 CHF | 381,434 CHF | 99.38% | 99.38% |
30/04/2024 | 0.10% | 18.01 CHF | 18.02 CHF | 46,000 | 46,000 | 20,689 | 20,689 | 379,325 CHF | 379,639 CHF | 99.46% | 99.46% |
29/04/2024 | 0.10% | 17.88 CHF | 17.89 CHF | 46,000 | 46,000 | 20,191 | 20,191 | 367,833 CHF | 368,138 CHF | 98.47% | 98.47% |