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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.10% | 18.33 CHF | 18.34 CHF | 45,000 | 45,000 | 20,342 | 20,342 | 375,150 CHF | 375,461 CHF | 99.06% | 99.06% |
14/05/2024 | 0.10% | 18.43 CHF | 18.44 CHF | 45,000 | 45,000 | 20,276 | 20,276 | 374,089 CHF | 374,397 CHF | 99.33% | 99.33% |
13/05/2024 | 0.10% | 18.63 CHF | 18.64 CHF | 45,000 | 45,000 | 19,942 | 19,942 | 374,696 CHF | 374,998 CHF | 99.98% | 99.98% |
10/05/2024 | 0.09% | 18.86 CHF | 18.87 CHF | 44,000 | 44,000 | 19,698 | 19,698 | 377,302 CHF | 377,602 CHF | 99.58% | 99.58% |
08/05/2024 | 0.10% | 18.95 CHF | 18.96 CHF | 44,000 | 44,000 | 19,524 | 19,524 | 369,625 CHF | 369,923 CHF | 98.62% | 98.62% |
07/05/2024 | 0.10% | 19.15 CHF | 19.16 CHF | 44,000 | 44,000 | 19,729 | 19,729 | 375,155 CHF | 375,454 CHF | 99.48% | 99.48% |
06/05/2024 | 0.10% | 18.70 CHF | 18.71 CHF | 45,000 | 45,000 | 20,419 | 20,419 | 378,982 CHF | 379,294 CHF | 99.54% | 99.54% |
03/05/2024 | 0.10% | 18.55 CHF | 18.56 CHF | 45,000 | 45,000 | 20,156 | 20,156 | 373,048 CHF | 373,356 CHF | 97.71% | 97.71% |
02/05/2024 | 0.10% | 18.07 CHF | 18.08 CHF | 45,000 | 45,000 | 20,220 | 20,220 | 361,978 CHF | 362,293 CHF | 96.69% | 96.69% |
30/04/2024 | 0.10% | 17.64 CHF | 17.65 CHF | 46,000 | 46,000 | 20,696 | 20,696 | 371,708 CHF | 372,022 CHF | 99.07% | 99.07% |