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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.03% | 31.98 CHF | 31.99 CHF | 44,000 | 44,000 | 20,112 | 20,112 | 640,860 CHF | 641,061 CHF | 98.92% | 98.92% |
15/05/2024 | 0.03% | 31.62 CHF | 31.63 CHF | 44,000 | 44,000 | 20,254 | 20,254 | 625,287 CHF | 625,490 CHF | 98.92% | 98.92% |
14/05/2024 | 0.03% | 30.33 CHF | 30.34 CHF | 46,000 | 46,000 | 20,497 | 20,497 | 618,076 CHF | 618,282 CHF | 98.91% | 98.91% |
13/05/2024 | 0.03% | 30.20 CHF | 30.21 CHF | 46,000 | 46,000 | 20,794 | 20,794 | 626,378 CHF | 626,586 CHF | 98.94% | 98.94% |
10/05/2024 | 0.03% | 30.05 CHF | 30.06 CHF | 46,000 | 46,000 | 20,375 | 20,375 | 613,527 CHF | 613,731 CHF | 98.99% | 98.99% |
08/05/2024 | 0.03% | 30.25 CHF | 30.26 CHF | 46,000 | 46,000 | 20,159 | 20,159 | 610,762 CHF | 610,963 CHF | 98.42% | 98.42% |
07/05/2024 | 0.03% | 30.27 CHF | 30.28 CHF | 46,000 | 46,000 | 20,401 | 20,401 | 619,425 CHF | 619,629 CHF | 96.33% | 96.33% |
06/05/2024 | 0.03% | 30.58 CHF | 30.59 CHF | 46,000 | 46,000 | 20,365 | 20,365 | 613,002 CHF | 613,206 CHF | 99.52% | 99.52% |
03/05/2024 | 0.04% | 29.17 CHF | 29.18 CHF | 48,000 | 48,000 | 20,995 | 20,995 | 609,677 CHF | 609,887 CHF | 96.22% | 96.22% |
02/05/2024 | 0.04% | 28.51 CHF | 28.52 CHF | 49,000 | 49,000 | 21,297 | 21,297 | 601,825 CHF | 602,038 CHF | 96.22% | 96.22% |