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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/05/2024 | 0.04% | 22.69 CHF | 22.70 CHF | 81,700 | 81,700 | 81,700 | 81,700 | 1,842,030 CHF | 1,842,850 CHF | 100.00% | 100.00% |
08/05/2024 | 0.05% | 21.52 CHF | 21.53 CHF | 83,600 | 83,600 | 83,600 | 83,600 | 1,791,250 CHF | 1,792,090 CHF | 99.77% | 99.77% |
07/05/2024 | 0.05% | 21.04 CHF | 21.05 CHF | 87,600 | 87,600 | 87,583 | 87,583 | 1,806,690 CHF | 1,807,570 CHF | 96.09% | 96.09% |
06/05/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 88,800 | 88,800 | 88,800 | 88,800 | 1,756,590 CHF | 1,757,480 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 19.28 CHF | 19.29 CHF | 90,300 | 90,300 | 90,300 | 90,300 | 1,738,950 CHF | 1,739,850 CHF | 99.84% | 99.84% |
02/05/2024 | 0.05% | 18.82 CHF | 18.83 CHF | 89,000 | 89,000 | 89,000 | 89,000 | 1,702,600 CHF | 1,703,490 CHF | 99.53% | 99.53% |
30/04/2024 | 0.05% | 19.27 CHF | 19.28 CHF | 87,700 | 87,700 | 87,656 | 87,656 | 1,711,730 CHF | 1,712,610 CHF | 99.99% | 99.99% |
29/04/2024 | 0.05% | 19.68 CHF | 19.69 CHF | 87,400 | 87,400 | 87,400 | 87,400 | 1,740,990 CHF | 1,741,870 CHF | 99.57% | 99.57% |
26/04/2024 | 0.05% | 19.82 CHF | 19.83 CHF | 89,300 | 89,300 | 89,300 | 89,300 | 1,748,490 CHF | 1,749,380 CHF | 98.82% | 98.82% |
25/04/2024 | 0.05% | 19.19 CHF | 19.20 CHF | 86,700 | 86,700 | 86,695 | 86,695 | 1,672,600 CHF | 1,673,470 CHF | 99.98% | 99.98% |