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 | 0.48% | 41.80 CHF | 42.00 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 835,574 CHF | 629,681 CHF | 99.38% | 99.38% |
15/05/2024 | 0.48% | 41.80 CHF | 42.00 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 834,638 CHF | 628,979 CHF | 99.38% | 99.38% |
14/05/2024 | 0.48% | 41.65 CHF | 41.85 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 833,074 CHF | 627,806 CHF | 99.39% | 99.39% |
13/05/2024 | 0.48% | 41.55 CHF | 41.75 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 831,096 CHF | 626,322 CHF | 98.82% | 98.82% |
10/05/2024 | 0.48% | 41.30 CHF | 41.50 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 828,100 CHF | 624,075 CHF | 99.37% | 99.37% |
08/05/2024 | 0.49% | 41.10 CHF | 41.30 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 822,428 CHF | 619,821 CHF | 99.38% | 99.38% |
07/05/2024 | 0.49% | 40.45 CHF | 40.65 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 807,880 CHF | 608,910 CHF | 97.35% | 97.35% |
06/05/2024 | 0.50% | 40.30 CHF | 40.50 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 803,980 CHF | 605,985 CHF | 99.38% | 99.38% |
03/05/2024 | 0.50% | 40.10 CHF | 40.30 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 803,169 CHF | 605,377 CHF | 99.37% | 99.37% |
02/05/2024 | 0.50% | 39.85 CHF | 40.05 CHF | 20,000 | 15,000 | 20,000 | 15,000 | 799,298 CHF | 602,474 CHF | 99.34% | 99.34% |