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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 50,000 | 50,000 | 49,666 | 49,666 | 754,991 CHF | 757,475 CHF | 99.40% | 99.40% |
30/04/2024 | 0.32% | 15.30 CHF | 15.35 CHF | 50,000 | 50,000 | 49,802 | 49,722 | 769,302 CHF | 770,560 CHF | 99.32% | 99.32% |
29/04/2024 | 0.33% | 15.40 CHF | 15.45 CHF | 50,000 | 50,000 | 49,441 | 49,439 | 763,279 CHF | 765,719 CHF | 99.70% | 99.70% |
26/04/2024 | 0.33% | 15.35 CHF | 15.40 CHF | 50,000 | 50,000 | 49,509 | 49,509 | 758,561 CHF | 761,039 CHF | 99.88% | 99.88% |
25/04/2024 | 0.33% | 15.05 CHF | 15.10 CHF | 50,000 | 50,000 | 49,447 | 49,444 | 759,805 CHF | 762,245 CHF | 97.77% | 97.77% |
24/04/2024 | 0.32% | 15.55 CHF | 15.60 CHF | 50,000 | 50,000 | 49,503 | 49,501 | 774,908 CHF | 777,355 CHF | 99.54% | 99.54% |
23/04/2024 | 0.33% | 15.60 CHF | 15.65 CHF | 50,000 | 50,000 | 49,514 | 49,511 | 765,850 CHF | 768,293 CHF | 99.12% | 99.12% |
22/04/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50,000 | 50,000 | 49,594 | 49,594 | 758,577 CHF | 761,059 CHF | 98.50% | 98.50% |
19/04/2024 | 0.34% | 15.10 CHF | 15.15 CHF | 50,000 | 50,000 | 49,519 | 49,519 | 737,725 CHF | 740,203 CHF | 99.66% | 99.66% |
18/04/2024 | 0.34% | 15.25 CHF | 15.30 CHF | 50,000 | 50,000 | 49,466 | 49,466 | 743,182 CHF | 745,659 CHF | 99.38% | 99.38% |