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 | 0.19% | 17.48 CHF | 17.49 CHF | 33,000 | 33,000 | 18,183 | 18,183 | 315,580 CHF | 316,092 CHF | 99.86% | 99.86% |
10/05/2024 | 0.19% | 17.84 CHF | 17.85 CHF | 33,000 | 33,000 | 18,180 | 18,180 | 326,401 CHF | 326,913 CHF | 100.00% | 100.00% |
08/05/2024 | 0.19% | 18.22 CHF | 18.23 CHF | 32,000 | 32,000 | 17,625 | 17,625 | 321,552 CHF | 322,054 CHF | 99.13% | 99.13% |
07/05/2024 | 0.19% | 18.37 CHF | 18.38 CHF | 32,000 | 32,000 | 17,979 | 17,979 | 324,014 CHF | 324,523 CHF | 99.85% | 99.85% |
06/05/2024 | 0.19% | 17.64 CHF | 17.65 CHF | 33,000 | 33,000 | 18,421 | 18,421 | 325,125 CHF | 325,642 CHF | 98.13% | 98.13% |
03/05/2024 | 0.19% | 17.20 CHF | 17.21 CHF | 33,000 | 33,000 | 18,306 | 18,306 | 321,220 CHF | 321,732 CHF | 98.85% | 98.85% |
02/05/2024 | 0.19% | 17.48 CHF | 17.49 CHF | 33,000 | 33,000 | 18,438 | 18,438 | 321,567 CHF | 322,090 CHF | 99.95% | 99.95% |
30/04/2024 | 0.19% | 17.61 CHF | 17.62 CHF | 33,000 | 33,000 | 18,288 | 18,288 | 323,751 CHF | 324,264 CHF | 98.18% | 98.18% |
29/04/2024 | 0.18% | 17.89 CHF | 17.90 CHF | 33,000 | 33,000 | 17,658 | 17,658 | 322,435 CHF | 322,929 CHF | 99.61% | 99.61% |
26/04/2024 | 0.33% | 18.60 CHF | 18.61 CHF | 32,000 | 32,000 | 12,460 | 12,460 | 234,983 CHF | 235,474 CHF | 98.05% | 98.05% |