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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.66% | 26.12 CHF | 26.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 644,380 CHF | 648,630 CHF | 99.96% | 99.96% |
30/04/2024 | 0.64% | 26.17 CHF | 26.34 CHF | 25,000 | 25,000 | 24,982 | 24,982 | 664,345 CHF | 668,594 CHF | 99.98% | 99.98% |
29/04/2024 | 0.61% | 27.64 CHF | 27.81 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 691,038 CHF | 695,288 CHF | 99.80% | 99.80% |
26/04/2024 | 0.62% | 27.29 CHF | 27.46 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 684,461 CHF | 688,711 CHF | 99.51% | 99.51% |
25/04/2024 | 0.62% | 27.30 CHF | 27.47 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 681,416 CHF | 685,666 CHF | 99.89% | 99.89% |
24/04/2024 | 0.59% | 28.05 CHF | 28.22 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 712,521 CHF | 716,771 CHF | 99.50% | 99.50% |
23/04/2024 | 0.61% | 28.23 CHF | 28.40 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 694,485 CHF | 698,735 CHF | 100.00% | 100.00% |
22/04/2024 | 0.61% | 27.70 CHF | 27.87 CHF | 25,000 | 25,000 | 24,984 | 24,984 | 698,628 CHF | 702,876 CHF | 98.84% | 98.84% |
19/04/2024 | 0.63% | 26.82 CHF | 26.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 672,617 CHF | 676,867 CHF | 99.98% | 99.98% |
18/04/2024 | 0.65% | 26.85 CHF | 27.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 655,607 CHF | 659,857 CHF | 99.96% | 99.96% |