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 | 0.52% | 48.05 CHF | 48.30 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 956,550 CHF | 721,163 CHF | 99.37% | 99.37% |
13/05/2024 | 0.52% | 48.00 CHF | 48.25 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 954,415 CHF | 719,562 CHF | 98.82% | 98.82% |
10/05/2024 | 0.52% | 47.40 CHF | 47.65 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 950,002 CHF | 716,251 CHF | 99.38% | 99.38% |
08/05/2024 | 0.53% | 46.80 CHF | 47.05 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 934,754 CHF | 704,816 CHF | 99.38% | 99.38% |
07/05/2024 | 0.54% | 46.15 CHF | 46.40 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 917,161 CHF | 691,621 CHF | 97.39% | 97.39% |
06/05/2024 | 0.55% | 45.75 CHF | 46.00 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 912,371 CHF | 688,028 CHF | 99.38% | 99.38% |
03/05/2024 | 0.55% | 45.35 CHF | 45.60 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 905,623 CHF | 682,967 CHF | 99.37% | 99.37% |
02/05/2024 | 0.55% | 45.40 CHF | 45.65 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 905,926 CHF | 683,195 CHF | 99.34% | 99.34% |
30/04/2024 | 0.55% | 45.35 CHF | 45.60 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 912,184 CHF | 687,888 CHF | 99.38% | 99.38% |
29/04/2024 | 0.55% | 45.65 CHF | 45.90 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 911,474 CHF | 687,355 CHF | 99.38% | 99.38% |