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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.35% | 41.70 CHF | 41.85 CHF | 22,200 | 22,200 | 22,198 | 22,198 | 958,621 CHF | 961,951 CHF | 99.99% | 99.99% |
13/05/2024 | 0.35% | 43.65 CHF | 43.80 CHF | 22,600 | 22,600 | 22,600 | 22,600 | 980,463 CHF | 983,853 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 44.45 CHF | 44.60 CHF | 21,700 | 21,700 | 21,700 | 21,700 | 990,940 CHF | 994,195 CHF | 100.00% | 100.00% |
08/05/2024 | 0.36% | 43.60 CHF | 43.75 CHF | 22,300 | 22,300 | 22,297 | 22,297 | 931,429 CHF | 934,774 CHF | 99.63% | 99.63% |
07/05/2024 | 0.35% | 42.90 CHF | 43.05 CHF | 22,200 | 22,200 | 22,188 | 22,188 | 960,571 CHF | 963,901 CHF | 100.00% | 100.00% |
06/05/2024 | 0.34% | 43.90 CHF | 44.05 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 994,960 CHF | 998,335 CHF | 100.00% | 100.00% |
03/05/2024 | 0.33% | 43.75 CHF | 43.90 CHF | 21,900 | 21,900 | 21,900 | 21,900 | 979,725 CHF | 983,010 CHF | 99.92% | 99.92% |
02/05/2024 | 0.33% | 43.75 CHF | 43.90 CHF | 22,100 | 22,100 | 22,100 | 22,100 | 1,002,850 CHF | 1,006,170 CHF | 99.95% | 99.95% |
30/04/2024 | 0.36% | 51.40 CHF | 51.60 CHF | 19,200 | 19,200 | 19,192 | 19,192 | 1,018,410 CHF | 1,022,090 CHF | 99.98% | 99.98% |
29/04/2024 | 0.37% | 53.20 CHF | 53.40 CHF | 18,500 | 18,500 | 18,498 | 18,498 | 1,010,030 CHF | 1,013,730 CHF | 100.00% | 100.00% |