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 | 0.53% | 47.60 CHF | 47.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 711,444 CHF | 715,194 CHF | 99.38% | 99.38% |
13/05/2024 | 0.53% | 47.60 CHF | 47.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 709,899 CHF | 713,649 CHF | 98.82% | 98.82% |
10/05/2024 | 0.53% | 47.00 CHF | 47.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 706,715 CHF | 710,465 CHF | 99.37% | 99.37% |
08/05/2024 | 0.54% | 46.45 CHF | 46.70 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 695,203 CHF | 698,953 CHF | 99.38% | 99.38% |
07/05/2024 | 0.55% | 45.75 CHF | 46.00 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 681,842 CHF | 685,592 CHF | 97.35% | 97.35% |
06/05/2024 | 0.55% | 45.30 CHF | 45.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 678,438 CHF | 682,188 CHF | 99.38% | 99.38% |
03/05/2024 | 0.51% | 44.95 CHF | 45.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 673,480 CHF | 676,935 CHF | 99.38% | 99.38% |
02/05/2024 | 0.52% | 45.00 CHF | 45.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 673,749 CHF | 677,276 CHF | 99.34% | 99.34% |
30/04/2024 | 0.55% | 45.00 CHF | 45.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 678,311 CHF | 682,061 CHF | 99.38% | 99.38% |
29/04/2024 | 0.55% | 45.30 CHF | 45.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 677,688 CHF | 681,438 CHF | 99.38% | 99.38% |