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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.70% | 16.83 CHF | 16.95 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 209,290 CHF | 210,760 CHF | 100.00% | 100.00% |
06/05/2024 | 0.70% | 16.67 CHF | 16.79 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 208,229 CHF | 209,692 CHF | 100.00% | 100.00% |
03/05/2024 | 0.70% | 16.61 CHF | 16.73 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 207,196 CHF | 208,650 CHF | 99.99% | 99.99% |
02/05/2024 | 0.70% | 16.45 CHF | 16.57 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 205,910 CHF | 207,359 CHF | 100.00% | 100.00% |
30/04/2024 | 0.70% | 16.55 CHF | 16.66 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 207,162 CHF | 208,617 CHF | 100.00% | 100.00% |
29/04/2024 | 0.70% | 16.65 CHF | 16.76 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 208,232 CHF | 209,695 CHF | 100.00% | 100.00% |
26/04/2024 | 0.70% | 16.61 CHF | 16.73 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 206,537 CHF | 207,989 CHF | 100.00% | 100.00% |
25/04/2024 | 0.70% | 16.40 CHF | 16.51 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 206,127 CHF | 207,573 CHF | 99.99% | 99.99% |
24/04/2024 | 0.70% | 16.65 CHF | 16.77 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 209,136 CHF | 210,607 CHF | 100.00% | 100.00% |
23/04/2024 | 0.70% | 16.68 CHF | 16.80 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 207,791 CHF | 209,249 CHF | 100.00% | 100.00% |