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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.17% | 20.41 CHF | 20.42 CHF | 32,000 | 32,000 | 17,999 | 17,999 | 365,427 CHF | 365,938 CHF | 96.07% | 96.07% |
13/05/2024 | 0.17% | 19.77 CHF | 19.78 CHF | 33,000 | 33,000 | 18,154 | 18,154 | 356,543 CHF | 357,053 CHF | 99.70% | 99.70% |
10/05/2024 | 0.17% | 20.13 CHF | 20.14 CHF | 33,000 | 33,000 | 18,205 | 18,205 | 368,416 CHF | 368,928 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 20.51 CHF | 20.52 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 361,809 CHF | 362,311 CHF | 99.14% | 99.14% |
07/05/2024 | 0.17% | 20.66 CHF | 20.67 CHF | 32,000 | 32,000 | 17,981 | 17,981 | 365,088 CHF | 365,598 CHF | 99.85% | 99.85% |
06/05/2024 | 0.17% | 19.92 CHF | 19.93 CHF | 33,000 | 33,000 | 18,436 | 18,436 | 367,363 CHF | 367,880 CHF | 97.97% | 97.97% |
03/05/2024 | 0.17% | 19.47 CHF | 19.48 CHF | 33,000 | 33,000 | 18,328 | 18,328 | 363,322 CHF | 363,834 CHF | 98.46% | 98.46% |
02/05/2024 | 0.17% | 19.78 CHF | 19.79 CHF | 33,000 | 33,000 | 18,410 | 18,410 | 363,312 CHF | 363,834 CHF | 99.97% | 99.97% |
30/04/2024 | 0.17% | 19.92 CHF | 19.93 CHF | 33,000 | 33,000 | 18,286 | 18,286 | 365,680 CHF | 366,193 CHF | 98.33% | 98.33% |
29/04/2024 | 0.16% | 20.18 CHF | 20.19 CHF | 33,000 | 33,000 | 17,658 | 17,658 | 362,849 CHF | 363,342 CHF | 99.61% | 99.61% |