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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.29% | 17.35 CHF | 17.40 CHF | 50,000 | 50,000 | 49,649 | 49,649 | 857,432 CHF | 859,916 CHF | 99.72% | 99.72% |
25/04/2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 865,738 CHF | 868,238 CHF | 96.37% | 96.37% |
24/04/2024 | 0.29% | 17.50 CHF | 17.55 CHF | 50,000 | 50,000 | 49,770 | 49,770 | 876,115 CHF | 878,605 CHF | 98.94% | 98.94% |
23/04/2024 | 0.29% | 17.55 CHF | 17.60 CHF | 50,000 | 50,000 | 49,753 | 49,753 | 866,090 CHF | 868,579 CHF | 98.61% | 98.61% |
22/04/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,675 | 49,675 | 856,281 CHF | 858,766 CHF | 99.28% | 99.28% |
19/04/2024 | 0.30% | 17.05 CHF | 17.10 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 841,499 CHF | 843,999 CHF | 98.31% | 98.31% |
18/04/2024 | 0.30% | 17.20 CHF | 17.25 CHF | 50,000 | 50,000 | 49,561 | 49,561 | 840,798 CHF | 843,278 CHF | 99.15% | 99.15% |
17/04/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 50,000 | 50,000 | 49,517 | 49,517 | 843,356 CHF | 845,834 CHF | 95.45% | 95.45% |
16/04/2024 | 0.29% | 17.00 CHF | 17.05 CHF | 50,000 | 50,000 | 49,823 | 49,823 | 847,092 CHF | 849,584 CHF | 96.15% | 96.15% |
15/04/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 50,000 | 50,000 | 49,707 | 49,707 | 860,744 CHF | 863,230 CHF | 98.45% | 98.45% |