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 | 0.23% | 21.75 CHF | 21.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 643,338 CHF | 644,826 CHF | 100.00% | 100.00% |
15/05/2024 | 0.24% | 21.45 CHF | 21.50 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 629,356 CHF | 630,843 CHF | 99.97% | 99.97% |
14/05/2024 | 0.24% | 20.95 CHF | 21.00 CHF | 30,000 | 30,000 | 29,798 | 29,798 | 624,111 CHF | 625,602 CHF | 98.01% | 98.01% |
13/05/2024 | 0.24% | 20.95 CHF | 21.00 CHF | 30,000 | 30,000 | 29,720 | 29,718 | 623,569 CHF | 625,014 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 20.90 CHF | 20.95 CHF | 30,000 | 30,000 | 29,807 | 29,807 | 625,878 CHF | 627,370 CHF | 99.22% | 99.22% |
08/05/2024 | 0.24% | 20.65 CHF | 20.70 CHF | 30,000 | 30,000 | 29,819 | 29,819 | 614,663 CHF | 616,155 CHF | 99.70% | 99.70% |
07/05/2024 | 0.25% | 20.70 CHF | 20.75 CHF | 30,000 | 30,000 | 29,693 | 29,693 | 611,823 CHF | 613,310 CHF | 99.65% | 99.65% |
06/05/2024 | 0.25% | 20.30 CHF | 20.35 CHF | 30,000 | 30,000 | 29,690 | 29,690 | 600,066 CHF | 601,552 CHF | 98.28% | 98.28% |
03/05/2024 | 0.25% | 19.85 CHF | 19.90 CHF | 30,000 | 30,000 | 29,875 | 29,875 | 590,921 CHF | 592,416 CHF | 97.19% | 97.19% |
02/05/2024 | 0.26% | 19.50 CHF | 19.55 CHF | 30,000 | 30,000 | 29,829 | 29,829 | 581,700 CHF | 583,193 CHF | 99.52% | 99.52% |