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 | 0.18% | 18.58 CHF | 18.59 CHF | 32,000 | 32,000 | 18,016 | 18,016 | 332,785 CHF | 333,296 CHF | 95.76% | 95.76% |
13/05/2024 | 0.19% | 17.94 CHF | 17.95 CHF | 33,000 | 33,000 | 18,132 | 18,132 | 322,972 CHF | 323,481 CHF | 99.86% | 99.86% |
10/05/2024 | 0.18% | 18.30 CHF | 18.31 CHF | 33,000 | 33,000 | 18,151 | 18,151 | 334,178 CHF | 334,690 CHF | 100.00% | 100.00% |
08/05/2024 | 0.18% | 18.68 CHF | 18.69 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 329,568 CHF | 330,070 CHF | 99.15% | 99.15% |
07/05/2024 | 0.18% | 18.83 CHF | 18.84 CHF | 32,000 | 32,000 | 17,979 | 17,979 | 332,208 CHF | 332,718 CHF | 99.86% | 99.86% |
06/05/2024 | 0.18% | 18.10 CHF | 18.11 CHF | 33,000 | 33,000 | 18,456 | 18,456 | 334,164 CHF | 334,681 CHF | 97.50% | 97.50% |
03/05/2024 | 0.18% | 17.65 CHF | 17.66 CHF | 33,000 | 33,000 | 18,351 | 18,351 | 330,345 CHF | 330,859 CHF | 98.70% | 98.70% |
02/05/2024 | 0.19% | 17.94 CHF | 17.95 CHF | 33,000 | 33,000 | 18,442 | 18,442 | 330,072 CHF | 330,594 CHF | 99.97% | 99.97% |
30/04/2024 | 0.18% | 18.07 CHF | 18.08 CHF | 33,000 | 33,000 | 18,286 | 18,286 | 332,108 CHF | 332,621 CHF | 98.16% | 98.16% |
29/04/2024 | 0.18% | 18.35 CHF | 18.36 CHF | 33,000 | 33,000 | 17,657 | 17,657 | 330,480 CHF | 330,973 CHF | 99.61% | 99.61% |