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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.20% | 17.02 CHF | 17.03 CHF | 33,000 | 33,000 | 18,131 | 18,131 | 306,368 CHF | 306,878 CHF | 99.86% | 99.86% |
10/05/2024 | 0.19% | 17.39 CHF | 17.40 CHF | 33,000 | 33,000 | 18,205 | 18,205 | 318,522 CHF | 319,034 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 17.77 CHF | 17.78 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 313,453 CHF | 313,955 CHF | 99.15% | 99.15% |
07/05/2024 | 0.19% | 17.92 CHF | 17.93 CHF | 32,000 | 32,000 | 17,981 | 17,981 | 315,801 CHF | 316,311 CHF | 99.85% | 99.85% |
06/05/2024 | 0.20% | 17.19 CHF | 17.20 CHF | 33,000 | 33,000 | 18,379 | 18,379 | 315,996 CHF | 316,514 CHF | 99.11% | 99.11% |
03/05/2024 | 0.19% | 16.74 CHF | 16.75 CHF | 33,000 | 33,000 | 18,353 | 18,353 | 313,626 CHF | 314,138 CHF | 98.08% | 98.08% |
02/05/2024 | 0.20% | 17.02 CHF | 17.03 CHF | 33,000 | 33,000 | 18,438 | 18,438 | 313,089 CHF | 313,611 CHF | 99.95% | 99.95% |
30/04/2024 | 0.19% | 17.15 CHF | 17.16 CHF | 33,000 | 33,000 | 18,288 | 18,288 | 315,329 CHF | 315,842 CHF | 98.18% | 98.18% |
29/04/2024 | 0.19% | 17.43 CHF | 17.44 CHF | 33,000 | 33,000 | 17,657 | 17,657 | 314,312 CHF | 314,806 CHF | 99.61% | 99.61% |
26/04/2024 | 0.33% | 18.14 CHF | 18.15 CHF | 32,000 | 32,000 | 12,460 | 12,460 | 229,251 CHF | 229,742 CHF | 98.05% | 98.05% |