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 | 0.10% | 17.50 CHF | 17.51 CHF | 45,000 | 45,000 | 20,281 | 20,281 | 355,293 CHF | 355,602 CHF | 99.30% | 99.30% |
13/05/2024 | 0.10% | 17.70 CHF | 17.71 CHF | 45,000 | 45,000 | 19,935 | 19,935 | 356,029 CHF | 356,331 CHF | 99.93% | 99.93% |
10/05/2024 | 0.10% | 17.93 CHF | 17.94 CHF | 44,000 | 44,000 | 19,683 | 19,683 | 358,742 CHF | 359,041 CHF | 99.52% | 99.52% |
08/05/2024 | 0.10% | 18.02 CHF | 18.03 CHF | 44,000 | 44,000 | 19,530 | 19,530 | 351,574 CHF | 351,872 CHF | 98.65% | 98.65% |
07/05/2024 | 0.10% | 18.22 CHF | 18.23 CHF | 44,000 | 44,000 | 19,724 | 19,724 | 356,748 CHF | 357,047 CHF | 99.46% | 99.46% |
06/05/2024 | 0.10% | 17.78 CHF | 17.79 CHF | 45,000 | 45,000 | 20,420 | 20,420 | 360,094 CHF | 360,406 CHF | 99.54% | 99.54% |
03/05/2024 | 0.10% | 17.62 CHF | 17.63 CHF | 45,000 | 45,000 | 20,173 | 20,173 | 354,680 CHF | 354,988 CHF | 97.85% | 97.85% |
02/05/2024 | 0.11% | 17.13 CHF | 17.14 CHF | 45,000 | 45,000 | 20,279 | 20,279 | 344,125 CHF | 344,440 CHF | 96.97% | 96.97% |
30/04/2024 | 0.10% | 16.70 CHF | 16.71 CHF | 46,000 | 46,000 | 20,695 | 20,695 | 352,410 CHF | 352,724 CHF | 99.05% | 99.05% |
29/04/2024 | 0.11% | 16.58 CHF | 16.59 CHF | 46,000 | 46,000 | 19,926 | 19,926 | 337,065 CHF | 337,368 CHF | 97.34% | 97.34% |