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 | 0.10% | 17.97 CHF | 17.98 CHF | 45,000 | 45,000 | 19,950 | 19,950 | 361,686 CHF | 361,988 CHF | 100.00% | 100.00% |
10/05/2024 | 0.10% | 18.20 CHF | 18.21 CHF | 44,000 | 44,000 | 19,765 | 19,765 | 365,538 CHF | 365,838 CHF | 99.94% | 99.94% |
08/05/2024 | 0.10% | 18.29 CHF | 18.30 CHF | 44,000 | 44,000 | 19,534 | 19,534 | 356,897 CHF | 357,196 CHF | 99.04% | 99.04% |
07/05/2024 | 0.10% | 18.49 CHF | 18.50 CHF | 44,000 | 44,000 | 19,774 | 19,774 | 363,013 CHF | 363,313 CHF | 99.67% | 99.67% |
06/05/2024 | 0.10% | 18.04 CHF | 18.05 CHF | 45,000 | 45,000 | 20,525 | 20,525 | 367,423 CHF | 367,736 CHF | 99.98% | 99.98% |
03/05/2024 | 0.10% | 17.89 CHF | 17.90 CHF | 45,000 | 45,000 | 20,421 | 20,421 | 364,538 CHF | 364,848 CHF | 98.86% | 98.86% |
02/05/2024 | 0.10% | 17.40 CHF | 17.41 CHF | 45,000 | 45,000 | 20,855 | 20,855 | 359,459 CHF | 359,778 CHF | 99.37% | 99.37% |
30/04/2024 | 0.10% | 16.97 CHF | 16.98 CHF | 46,000 | 46,000 | 20,690 | 20,690 | 357,868 CHF | 358,183 CHF | 99.46% | 99.46% |
29/04/2024 | 0.10% | 16.85 CHF | 16.86 CHF | 46,000 | 46,000 | 20,198 | 20,198 | 347,034 CHF | 347,339 CHF | 98.49% | 98.49% |
26/04/2024 | 0.11% | 16.71 CHF | 16.72 CHF | 46,000 | 46,000 | 20,546 | 20,546 | 342,549 CHF | 342,859 CHF | 99.22% | 99.22% |