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 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,754 | 49,682 | 835,985 CHF | 837,261 CHF | 99.66% | 99.66% |
29/04/2024 | 0.30% | 16.75 CHF | 16.80 CHF | 50,000 | 50,000 | 49,442 | 49,440 | 830,204 CHF | 832,641 CHF | 99.70% | 99.70% |
26/04/2024 | 0.30% | 16.75 CHF | 16.80 CHF | 50,000 | 50,000 | 49,668 | 49,668 | 828,106 CHF | 830,592 CHF | 99.61% | 99.61% |
25/04/2024 | 0.30% | 16.40 CHF | 16.45 CHF | 50,000 | 50,000 | 49,506 | 49,504 | 827,697 CHF | 830,137 CHF | 98.50% | 98.50% |
24/04/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 50,000 | 50,000 | 49,505 | 49,502 | 842,036 CHF | 844,463 CHF | 99.50% | 99.50% |
23/04/2024 | 0.30% | 16.95 CHF | 17.00 CHF | 50,000 | 50,000 | 49,514 | 49,512 | 832,760 CHF | 835,200 CHF | 99.13% | 99.13% |
22/04/2024 | 0.30% | 16.55 CHF | 16.60 CHF | 50,000 | 50,000 | 49,595 | 49,595 | 825,579 CHF | 828,061 CHF | 98.48% | 98.48% |
19/04/2024 | 0.31% | 16.45 CHF | 16.50 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 812,058 CHF | 814,558 CHF | 98.60% | 98.60% |
18/04/2024 | 0.31% | 16.60 CHF | 16.65 CHF | 50,000 | 50,000 | 49,558 | 49,558 | 811,292 CHF | 813,772 CHF | 98.92% | 98.92% |
17/04/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 50,000 | 50,000 | 49,518 | 49,518 | 814,075 CHF | 816,554 CHF | 95.16% | 95.16% |