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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/04/2024 | 0.21% | 23.60 CHF | 23.65 CHF | 30,000 | 30,000 | 29,668 | 29,668 | 705,688 CHF | 707,174 CHF | 99.59% | 99.59% |
23/04/2024 | 0.22% | 23.60 CHF | 23.65 CHF | 30,000 | 30,000 | 29,642 | 29,642 | 689,587 CHF | 691,071 CHF | 99.18% | 99.18% |
22/04/2024 | 0.22% | 22.80 CHF | 22.85 CHF | 30,000 | 30,000 | 29,705 | 29,705 | 680,918 CHF | 682,405 CHF | 99.43% | 99.43% |
19/04/2024 | 0.22% | 22.95 CHF | 23.00 CHF | 30,000 | 30,000 | 29,715 | 29,715 | 681,380 CHF | 682,867 CHF | 99.51% | 99.51% |
18/04/2024 | 0.22% | 23.50 CHF | 23.55 CHF | 30,000 | 30,000 | 29,717 | 29,717 | 692,570 CHF | 694,057 CHF | 99.40% | 99.40% |
17/04/2024 | 0.22% | 23.45 CHF | 23.50 CHF | 30,000 | 30,000 | 29,348 | 29,348 | 693,428 CHF | 694,899 CHF | 97.17% | 97.17% |
16/04/2024 | 0.22% | 23.55 CHF | 23.60 CHF | 30,000 | 30,000 | 29,400 | 29,400 | 694,901 CHF | 696,374 CHF | 98.67% | 98.67% |
15/04/2024 | 0.21% | 24.30 CHF | 24.35 CHF | 30,000 | 30,000 | 29,589 | 29,589 | 724,287 CHF | 725,768 CHF | 99.33% | 99.33% |
12/04/2024 | 0.21% | 24.40 CHF | 24.45 CHF | 30,000 | 30,000 | 29,516 | 29,516 | 729,675 CHF | 731,153 CHF | 99.49% | 99.49% |
11/04/2024 | 0.21% | 24.45 CHF | 24.50 CHF | 30,000 | 30,000 | 29,746 | 29,746 | 728,304 CHF | 729,793 CHF | 99.24% | 99.24% |