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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.52% | 48.60 CHF | 48.85 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 963,569 CHF | 968,569 CHF | 99.38% | 99.38% |
14/05/2024 | 0.52% | 48.00 CHF | 48.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 955,925 CHF | 960,925 CHF | 99.37% | 99.37% |
13/05/2024 | 0.52% | 47.95 CHF | 48.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 953,784 CHF | 958,784 CHF | 98.83% | 98.83% |
10/05/2024 | 0.53% | 47.40 CHF | 47.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 949,326 CHF | 954,326 CHF | 99.36% | 99.36% |
08/05/2024 | 0.53% | 46.80 CHF | 47.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 934,151 CHF | 939,151 CHF | 99.38% | 99.38% |
07/05/2024 | 0.54% | 46.15 CHF | 46.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 916,685 CHF | 921,685 CHF | 97.36% | 97.36% |
06/05/2024 | 0.55% | 45.75 CHF | 46.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 911,862 CHF | 916,862 CHF | 99.38% | 99.38% |
03/05/2024 | 0.55% | 45.35 CHF | 45.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 905,132 CHF | 910,132 CHF | 99.34% | 99.34% |
02/05/2024 | 0.55% | 45.40 CHF | 45.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 905,413 CHF | 910,413 CHF | 99.33% | 99.33% |
30/04/2024 | 0.55% | 45.35 CHF | 45.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 911,669 CHF | 916,669 CHF | 99.37% | 99.37% |