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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 50,000 | 50,000 | 49,809 | 49,732 | 896,131 CHF | 897,225 CHF | 99.32% | 99.32% |
29/04/2024 | 0.28% | 17.95 CHF | 18.00 CHF | 50,000 | 50,000 | 49,534 | 49,534 | 890,688 CHF | 893,167 CHF | 99.27% | 99.27% |
26/04/2024 | 0.28% | 17.90 CHF | 17.95 CHF | 50,000 | 50,000 | 49,659 | 49,659 | 887,089 CHF | 889,573 CHF | 98.79% | 98.79% |
25/04/2024 | 0.28% | 17.55 CHF | 17.60 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 895,340 CHF | 897,840 CHF | 97.80% | 97.80% |
24/04/2024 | 0.28% | 18.10 CHF | 18.15 CHF | 50,000 | 50,000 | 49,806 | 49,806 | 906,404 CHF | 908,895 CHF | 98.84% | 98.84% |
23/04/2024 | 0.28% | 18.15 CHF | 18.20 CHF | 50,000 | 50,000 | 49,753 | 49,753 | 895,441 CHF | 897,930 CHF | 98.44% | 98.44% |
22/04/2024 | 0.28% | 17.75 CHF | 17.80 CHF | 50,000 | 50,000 | 49,597 | 49,597 | 884,358 CHF | 886,840 CHF | 98.28% | 98.28% |
19/04/2024 | 0.29% | 17.60 CHF | 17.65 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 871,021 CHF | 873,521 CHF | 98.41% | 98.41% |
18/04/2024 | 0.29% | 17.80 CHF | 17.85 CHF | 50,000 | 50,000 | 49,588 | 49,588 | 870,507 CHF | 872,989 CHF | 99.24% | 99.24% |
17/04/2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50,000 | 50,000 | 49,586 | 49,586 | 873,833 CHF | 876,314 CHF | 97.37% | 97.37% |