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 |
---|---|---|---|---|---|---|---|---|---|---|---|
03/05/2024 | 0.33% | 15.68 CHF | 15.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 380,395 CHF | 381,645 CHF | 99.85% | 99.85% |
02/05/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 373,264 CHF | 374,514 CHF | 99.97% | 99.97% |
30/04/2024 | 0.32% | 15.21 CHF | 15.26 CHF | 25,000 | 25,000 | 24,981 | 24,981 | 392,305 CHF | 393,555 CHF | 99.99% | 99.99% |
29/04/2024 | 0.30% | 16.86 CHF | 16.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 420,181 CHF | 421,431 CHF | 99.79% | 99.79% |
26/04/2024 | 0.30% | 16.51 CHF | 16.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 415,352 CHF | 416,602 CHF | 99.49% | 99.49% |
25/04/2024 | 0.30% | 16.51 CHF | 16.56 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 411,640 CHF | 412,890 CHF | 99.91% | 99.91% |
24/04/2024 | 0.28% | 17.44 CHF | 17.49 CHF | 25,000 | 25,000 | 24,996 | 24,996 | 447,491 CHF | 448,741 CHF | 99.53% | 99.53% |
23/04/2024 | 0.29% | 17.68 CHF | 17.73 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 430,139 CHF | 431,389 CHF | 99.98% | 99.98% |
22/04/2024 | 0.29% | 17.12 CHF | 17.17 CHF | 25,000 | 25,000 | 24,992 | 24,992 | 434,632 CHF | 435,882 CHF | 100.00% | 100.00% |
19/04/2024 | 0.30% | 16.32 CHF | 16.37 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 410,342 CHF | 411,592 CHF | 99.98% | 99.98% |