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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.25% | 19.80 CHF | 19.85 CHF | 45,000 | 45,000 | 44,769 | 44,769 | 882,072 CHF | 884,311 CHF | 99.54% | 99.54% |
15/05/2024 | 0.26% | 19.50 CHF | 19.55 CHF | 45,000 | 45,000 | 44,610 | 44,610 | 859,176 CHF | 861,409 CHF | 99.52% | 99.52% |
14/05/2024 | 0.26% | 19.10 CHF | 19.15 CHF | 45,000 | 45,000 | 44,652 | 44,652 | 850,288 CHF | 852,523 CHF | 99.63% | 99.63% |
13/05/2024 | 0.27% | 19.05 CHF | 19.10 CHF | 45,000 | 45,000 | 44,580 | 44,576 | 848,057 CHF | 850,230 CHF | 100.00% | 100.00% |
10/05/2024 | 0.27% | 18.90 CHF | 18.95 CHF | 45,000 | 45,000 | 44,681 | 44,681 | 848,332 CHF | 850,568 CHF | 99.25% | 99.25% |
08/05/2024 | 0.27% | 18.85 CHF | 18.90 CHF | 45,000 | 45,000 | 44,734 | 44,734 | 842,470 CHF | 844,708 CHF | 99.66% | 99.66% |
07/05/2024 | 0.27% | 18.95 CHF | 19.00 CHF | 45,000 | 45,000 | 44,930 | 44,930 | 845,722 CHF | 847,969 CHF | 98.66% | 98.66% |
06/05/2024 | 0.27% | 18.60 CHF | 18.65 CHF | 45,000 | 45,000 | 44,796 | 44,796 | 830,680 CHF | 832,921 CHF | 97.83% | 97.83% |
03/05/2024 | 0.28% | 18.30 CHF | 18.35 CHF | 45,000 | 45,000 | 44,804 | 44,804 | 813,124 CHF | 815,366 CHF | 98.04% | 98.04% |
02/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 45,000 | 45,000 | 44,748 | 44,748 | 796,869 CHF | 799,108 CHF | 99.40% | 99.40% |