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 | 0.55% | 27.45 CHF | 27.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 546,801 CHF | 549,801 CHF | 99.38% | 99.38% |
14/05/2024 | 0.56% | 27.15 CHF | 27.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 538,714 CHF | 541,714 CHF | 99.36% | 99.36% |
13/05/2024 | 0.55% | 26.90 CHF | 27.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 539,388 CHF | 542,388 CHF | 98.65% | 98.65% |
10/05/2024 | 0.57% | 26.65 CHF | 26.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 529,010 CHF | 532,010 CHF | 99.37% | 99.37% |
08/05/2024 | 0.57% | 26.20 CHF | 26.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 525,494 CHF | 528,494 CHF | 99.37% | 99.37% |
07/05/2024 | 0.56% | 26.80 CHF | 26.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 538,173 CHF | 541,173 CHF | 99.38% | 99.38% |
06/05/2024 | 0.40% | 24.80 CHF | 24.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 493,644 CHF | 495,644 CHF | 99.38% | 99.38% |
03/05/2024 | 0.41% | 24.45 CHF | 24.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 487,382 CHF | 489,382 CHF | 99.36% | 99.36% |
02/05/2024 | 0.41% | 24.15 CHF | 24.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 484,518 CHF | 486,518 CHF | 99.38% | 99.38% |
30/04/2024 | 0.41% | 24.15 CHF | 24.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 487,117 CHF | 489,117 CHF | 99.37% | 99.37% |