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 | 0.52% | 38.25 CHF | 38.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 762,807 CHF | 766,807 CHF | 99.37% | 99.37% |
15/05/2024 | 0.53% | 37.90 CHF | 38.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 754,289 CHF | 758,289 CHF | 99.38% | 99.38% |
14/05/2024 | 0.54% | 36.95 CHF | 37.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 738,858 CHF | 742,858 CHF | 99.38% | 99.38% |
13/05/2024 | 0.54% | 36.90 CHF | 37.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 732,367 CHF | 736,367 CHF | 98.82% | 98.82% |
10/05/2024 | 0.55% | 35.35 CHF | 35.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 704,929 CHF | 708,815 CHF | 99.37% | 99.37% |
08/05/2024 | 0.44% | 33.60 CHF | 33.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 674,240 CHF | 677,240 CHF | 99.38% | 99.38% |
07/05/2024 | 0.46% | 32.60 CHF | 32.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 650,858 CHF | 653,858 CHF | 97.39% | 97.39% |
06/05/2024 | 0.45% | 33.10 CHF | 33.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 657,931 CHF | 660,931 CHF | 99.38% | 99.38% |
03/05/2024 | 0.46% | 32.70 CHF | 32.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 657,763 CHF | 660,763 CHF | 99.36% | 99.36% |
02/05/2024 | 0.46% | 32.55 CHF | 32.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 653,306 CHF | 656,306 CHF | 99.34% | 99.34% |