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 | 0.70% | 23.92 CHF | 24.09 CHF | 25,000 | 25,000 | 24,982 | 24,982 | 606,435 CHF | 610,681 CHF | 99.99% | 99.99% |
15/05/2024 | 0.72% | 24.17 CHF | 24.34 CHF | 25,000 | 25,000 | 24,950 | 24,950 | 591,136 CHF | 595,382 CHF | 99.80% | 99.80% |
14/05/2024 | 0.72% | 23.51 CHF | 23.68 CHF | 25,000 | 25,000 | 24,999 | 24,999 | 589,798 CHF | 594,048 CHF | 99.99% | 99.99% |
13/05/2024 | 0.70% | 24.04 CHF | 24.21 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 602,466 CHF | 606,716 CHF | 100.00% | 100.00% |
10/05/2024 | 0.69% | 23.85 CHF | 24.02 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 616,090 CHF | 620,340 CHF | 99.57% | 99.57% |
08/05/2024 | 0.69% | 24.53 CHF | 24.70 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 612,500 CHF | 616,750 CHF | 98.97% | 98.97% |
07/05/2024 | 0.67% | 25.15 CHF | 25.32 CHF | 25,000 | 25,000 | 24,990 | 24,990 | 630,884 CHF | 635,133 CHF | 99.46% | 99.46% |
06/05/2024 | 0.66% | 25.02 CHF | 25.19 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 644,342 CHF | 648,592 CHF | 100.00% | 100.00% |
03/05/2024 | 0.69% | 24.84 CHF | 25.01 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 610,878 CHF | 615,128 CHF | 99.90% | 99.90% |
02/05/2024 | 0.70% | 24.59 CHF | 24.76 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 606,127 CHF | 610,377 CHF | 99.97% | 99.97% |