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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.05% | 21.35 CHF | 21.36 CHF | 145,200 | 145,200 | 144,820 | 144,820 | 3,017,040 CHF | 3,018,490 CHF | 99.90% | 99.90% |
14/05/2024 | 0.05% | 20.45 CHF | 20.46 CHF | 147,300 | 147,300 | 147,288 | 147,288 | 3,000,620 CHF | 3,002,090 CHF | 99.69% | 99.69% |
13/05/2024 | 0.05% | 20.41 CHF | 20.42 CHF | 146,900 | 146,900 | 146,900 | 146,900 | 3,006,710 CHF | 3,008,180 CHF | 100.00% | 100.00% |
10/05/2024 | 0.05% | 20.28 CHF | 20.29 CHF | 147,700 | 147,700 | 147,700 | 147,700 | 3,024,780 CHF | 3,026,250 CHF | 99.99% | 99.99% |
08/05/2024 | 0.05% | 19.83 CHF | 19.84 CHF | 149,900 | 149,900 | 149,038 | 149,038 | 2,948,770 CHF | 2,950,270 CHF | 99.67% | 99.67% |
07/05/2024 | 0.05% | 19.95 CHF | 19.96 CHF | 150,400 | 150,400 | 150,346 | 150,346 | 2,976,580 CHF | 2,978,080 CHF | 99.68% | 99.68% |
06/05/2024 | 0.05% | 19.35 CHF | 19.36 CHF | 154,800 | 154,800 | 154,800 | 154,800 | 2,971,750 CHF | 2,973,300 CHF | 100.00% | 100.00% |
03/05/2024 | 0.05% | 18.59 CHF | 18.60 CHF | 160,500 | 160,500 | 160,500 | 160,500 | 2,967,760 CHF | 2,969,360 CHF | 99.95% | 99.95% |
02/05/2024 | 0.06% | 17.94 CHF | 17.95 CHF | 164,900 | 164,900 | 164,900 | 164,900 | 2,958,660 CHF | 2,960,310 CHF | 99.60% | 99.60% |
30/04/2024 | 0.05% | 18.57 CHF | 18.58 CHF | 155,200 | 155,200 | 155,122 | 155,122 | 2,929,150 CHF | 2,930,710 CHF | 99.99% | 99.99% |