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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06/05/2024 | 1.00% | 22.80 CHF | 23.03 CHF | 19,958 | 19,955 | 19,958 | 19,966 | 461,864 CHF | 466,694 CHF | 100.00% | 100.00% |
03/05/2024 | 1.01% | 22.19 CHF | 22.41 CHF | 19,990 | 19,927 | 19,991 | 19,957 | 435,347 CHF | 438,989 CHF | 99.95% | 99.95% |
02/05/2024 | 1.00% | 21.86 CHF | 22.08 CHF | 18,400 | 19,900 | 18,407 | 19,913 | 396,255 CHF | 432,963 CHF | 100.00% | 100.00% |
30/04/2024 | 0.99% | 21.17 CHF | 21.38 CHF | 20,000 | 19,848 | 20,000 | 19,906 | 430,044 CHF | 432,324 CHF | 100.00% | 100.00% |
29/04/2024 | 0.99% | 22.37 CHF | 22.59 CHF | 20,000 | 20,000 | 20,000 | 19,996 | 444,379 CHF | 448,708 CHF | 99.50% | 99.50% |
26/04/2024 | 1.01% | 22.67 CHF | 22.90 CHF | 19,960 | 19,978 | 19,960 | 19,995 | 452,686 CHF | 458,084 CHF | 100.00% | 100.00% |
25/04/2024 | 1.01% | 22.66 CHF | 22.89 CHF | 19,990 | 20,000 | 19,990 | 20,000 | 453,819 CHF | 458,646 CHF | 100.00% | 100.00% |
24/04/2024 | 0.99% | 23.58 CHF | 23.82 CHF | 20,000 | 19,550 | 20,000 | 19,958 | 481,866 CHF | 485,670 CHF | 100.00% | 100.00% |
23/04/2024 | 1.01% | 24.12 CHF | 24.36 CHF | 19,900 | 20,000 | 19,955 | 20,000 | 472,998 CHF | 478,877 CHF | 100.00% | 100.00% |
22/04/2024 | 1.00% | 23.56 CHF | 23.80 CHF | 19,977 | 20,000 | 19,989 | 20,000 | 475,197 CHF | 480,260 CHF | 100.00% | 100.00% |