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% | 25.90 CHF | 26.07 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 638,850 CHF | 643,100 CHF | 99.96% | 99.96% |
30/04/2024 | 0.64% | 25.94 CHF | 26.11 CHF | 25,000 | 25,000 | 24,981 | 24,981 | 658,803 CHF | 663,052 CHF | 99.98% | 99.98% |
29/04/2024 | 0.62% | 27.42 CHF | 27.59 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 685,527 CHF | 689,777 CHF | 99.80% | 99.80% |
26/04/2024 | 0.62% | 27.07 CHF | 27.24 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 678,944 CHF | 683,194 CHF | 99.50% | 99.50% |
25/04/2024 | 0.63% | 27.08 CHF | 27.25 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 675,892 CHF | 680,142 CHF | 99.91% | 99.91% |
24/04/2024 | 0.60% | 27.82 CHF | 27.99 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 706,997 CHF | 711,247 CHF | 99.50% | 99.50% |
23/04/2024 | 0.61% | 28.01 CHF | 28.18 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 688,979 CHF | 693,229 CHF | 100.00% | 100.00% |
22/04/2024 | 0.61% | 27.48 CHF | 27.65 CHF | 25,000 | 25,000 | 24,989 | 24,989 | 693,255 CHF | 697,504 CHF | 98.74% | 98.74% |
19/04/2024 | 0.64% | 26.60 CHF | 26.77 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 667,134 CHF | 671,384 CHF | 99.98% | 99.98% |
18/04/2024 | 0.65% | 26.63 CHF | 26.80 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 650,120 CHF | 654,370 CHF | 99.95% | 99.95% |