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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.25% | 19.85 CHF | 19.90 CHF | 20,000 | 20,000 | 19,822 | 19,821 | 406,094 CHF | 407,075 CHF | 99.86% | 99.86% |
13/05/2024 | 0.25% | 20.70 CHF | 20.75 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 407,818 CHF | 408,809 CHF | 100.00% | 100.00% |
10/05/2024 | 0.23% | 21.00 CHF | 21.05 CHF | 20,000 | 20,000 | 19,796 | 19,796 | 426,493 CHF | 427,484 CHF | 99.74% | 99.74% |
08/05/2024 | 0.25% | 20.70 CHF | 20.75 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 394,131 CHF | 395,122 CHF | 100.00% | 100.00% |
07/05/2024 | 0.25% | 20.40 CHF | 20.45 CHF | 20,000 | 20,000 | 19,813 | 19,812 | 407,362 CHF | 408,339 CHF | 100.00% | 100.00% |
06/05/2024 | 0.24% | 20.85 CHF | 20.90 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 415,504 CHF | 416,496 CHF | 99.75% | 99.75% |
03/05/2024 | 0.24% | 20.75 CHF | 20.80 CHF | 20,000 | 20,000 | 19,797 | 19,797 | 419,542 CHF | 420,533 CHF | 98.25% | 98.25% |
02/05/2024 | 0.23% | 20.80 CHF | 20.85 CHF | 20,000 | 20,000 | 19,811 | 19,811 | 425,661 CHF | 426,652 CHF | 99.26% | 99.26% |
30/04/2024 | 0.21% | 23.80 CHF | 23.85 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 483,652 CHF | 484,636 CHF | 99.75% | 99.75% |
29/04/2024 | 0.20% | 24.45 CHF | 24.50 CHF | 20,000 | 20,000 | 19,812 | 19,812 | 494,728 CHF | 495,720 CHF | 99.82% | 99.82% |