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 | 0.50% | 19.10 CHF | 19.15 CHF | 13,000 | 13,000 | 8,680 | 8,680 | 166,321 CHF | 167,087 CHF | 99.97% | 99.97% |
13/05/2024 | 0.49% | 19.30 CHF | 19.35 CHF | 12,900 | 12,900 | 8,532 | 8,532 | 166,320 CHF | 167,073 CHF | 100.00% | 100.00% |
10/05/2024 | 0.48% | 19.55 CHF | 19.60 CHF | 12,700 | 12,700 | 8,369 | 8,369 | 166,206 CHF | 166,945 CHF | 99.57% | 99.57% |
08/05/2024 | 0.49% | 19.65 CHF | 19.70 CHF | 12,700 | 12,700 | 8,485 | 8,485 | 166,557 CHF | 167,307 CHF | 100.00% | 100.00% |
07/05/2024 | 0.49% | 19.85 CHF | 19.90 CHF | 12,600 | 12,600 | 8,463 | 8,463 | 166,493 CHF | 167,242 CHF | 100.00% | 100.00% |
06/05/2024 | 0.50% | 19.40 CHF | 19.45 CHF | 12,800 | 12,800 | 8,649 | 8,649 | 166,350 CHF | 167,115 CHF | 99.72% | 99.72% |
03/05/2024 | 0.51% | 19.25 CHF | 19.30 CHF | 13,000 | 13,000 | 8,674 | 8,674 | 165,831 CHF | 166,608 CHF | 96.44% | 96.44% |
02/05/2024 | 0.52% | 18.75 CHF | 18.80 CHF | 13,300 | 13,300 | 8,913 | 8,913 | 165,415 CHF | 166,209 CHF | 98.91% | 98.91% |
30/04/2024 | 0.51% | 18.35 CHF | 18.40 CHF | 13,600 | 13,600 | 8,890 | 8,890 | 165,925 CHF | 166,711 CHF | 99.38% | 99.38% |
29/04/2024 | 0.52% | 18.20 CHF | 18.25 CHF | 13,700 | 13,700 | 8,959 | 8,959 | 166,312 CHF | 167,105 CHF | 99.69% | 99.69% |