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 | 0.23% | 22.65 CHF | 22.70 CHF | 10,000 | 10,000 | 9,906 | 9,906 | 221,512 CHF | 222,008 CHF | 99.97% | 99.97% |
14/05/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 10,000 | 10,000 | 9,941 | 9,941 | 219,975 CHF | 220,473 CHF | 99.60% | 99.60% |
13/05/2024 | 0.23% | 22.15 CHF | 22.20 CHF | 10,000 | 10,000 | 9,907 | 9,906 | 219,524 CHF | 220,004 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 22.05 CHF | 22.10 CHF | 10,000 | 10,000 | 9,937 | 9,937 | 220,343 CHF | 220,840 CHF | 99.17% | 99.17% |
08/05/2024 | 0.23% | 21.80 CHF | 21.85 CHF | 10,000 | 10,000 | 9,939 | 9,939 | 216,610 CHF | 217,107 CHF | 99.70% | 99.70% |
07/05/2024 | 0.23% | 21.85 CHF | 21.90 CHF | 10,000 | 10,000 | 9,900 | 9,900 | 215,636 CHF | 216,132 CHF | 99.68% | 99.68% |
06/05/2024 | 0.24% | 21.50 CHF | 21.55 CHF | 10,000 | 10,000 | 9,901 | 9,901 | 211,746 CHF | 212,241 CHF | 98.27% | 98.27% |
03/05/2024 | 0.24% | 21.00 CHF | 21.05 CHF | 10,000 | 10,000 | 9,953 | 9,953 | 208,566 CHF | 209,064 CHF | 97.93% | 97.93% |
02/05/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 10,000 | 10,000 | 9,941 | 9,941 | 205,608 CHF | 206,106 CHF | 99.24% | 99.24% |
30/04/2024 | 0.24% | 21.10 CHF | 21.15 CHF | 10,000 | 10,000 | 9,951 | 9,935 | 211,538 CHF | 211,690 CHF | 99.35% | 99.35% |