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 | 0.55% | 27.40 CHF | 27.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 548,891 CHF | 551,891 CHF | 99.37% | 99.37% |
15/05/2024 | 0.54% | 27.60 CHF | 27.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 550,192 CHF | 553,192 CHF | 99.37% | 99.37% |
14/05/2024 | 0.55% | 27.30 CHF | 27.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 541,973 CHF | 544,973 CHF | 99.38% | 99.38% |
13/05/2024 | 0.55% | 27.10 CHF | 27.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 542,785 CHF | 545,785 CHF | 98.65% | 98.65% |
10/05/2024 | 0.56% | 26.80 CHF | 26.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 532,011 CHF | 535,011 CHF | 99.37% | 99.37% |
08/05/2024 | 0.57% | 26.30 CHF | 26.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 528,450 CHF | 531,450 CHF | 99.38% | 99.38% |
07/05/2024 | 0.55% | 26.95 CHF | 27.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 541,881 CHF | 544,881 CHF | 99.38% | 99.38% |
06/05/2024 | 0.40% | 24.95 CHF | 25.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 495,811 CHF | 497,814 CHF | 99.38% | 99.38% |
03/05/2024 | 0.41% | 24.55 CHF | 24.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 489,388 CHF | 491,388 CHF | 99.37% | 99.37% |
02/05/2024 | 0.41% | 24.25 CHF | 24.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 486,487 CHF | 488,487 CHF | 99.37% | 99.37% |