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 | 0.08% | 27.00 CHF | 27.02 CHF | 11,000 | 11,000 | 10,978 | 10,978 | 292,203 CHF | 292,423 CHF | 99.99% | 99.99% |
14/05/2024 | 0.07% | 26.96 CHF | 26.98 CHF | 11,000 | 11,000 | 10,997 | 10,997 | 295,836 CHF | 296,056 CHF | 99.96% | 99.96% |
13/05/2024 | 0.07% | 26.69 CHF | 26.71 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 294,452 CHF | 294,672 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 26.82 CHF | 26.84 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 298,241 CHF | 298,461 CHF | 99.99% | 99.99% |
08/05/2024 | 0.07% | 27.04 CHF | 27.06 CHF | 11,000 | 11,000 | 10,998 | 10,998 | 297,612 CHF | 297,832 CHF | 99.24% | 99.24% |
07/05/2024 | 0.08% | 26.98 CHF | 27.00 CHF | 11,000 | 11,000 | 10,997 | 10,997 | 293,081 CHF | 293,301 CHF | 97.27% | 97.27% |
06/05/2024 | 0.08% | 26.54 CHF | 26.56 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 291,860 CHF | 292,080 CHF | 98.95% | 98.95% |
03/05/2024 | 0.08% | 26.53 CHF | 26.55 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 293,032 CHF | 293,252 CHF | 99.84% | 99.84% |
02/05/2024 | 0.08% | 25.97 CHF | 25.99 CHF | 11,000 | 11,000 | 11,000 | 11,000 | 287,832 CHF | 288,052 CHF | 99.97% | 99.97% |
30/04/2024 | 0.08% | 26.22 CHF | 26.24 CHF | 11,000 | 11,000 | 10,992 | 10,992 | 290,766 CHF | 290,986 CHF | 99.97% | 99.97% |