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 | 0.41% | 33.53 CHF | 33.67 CHF | 13,000 | 13,000 | 12,996 | 12,996 | 435,790 CHF | 437,571 CHF | 99.04% | 99.04% |
13/05/2024 | 0.60% | 33.50 CHF | 33.70 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 435,500 CHF | 438,100 CHF | 100.00% | 100.00% |
10/05/2024 | 0.60% | 33.50 CHF | 33.70 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 435,500 CHF | 438,100 CHF | 100.00% | 100.00% |
08/05/2024 | 0.41% | 33.53 CHF | 33.67 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 435,916 CHF | 437,697 CHF | 98.26% | 98.26% |
07/05/2024 | 0.41% | 33.43 CHF | 33.57 CHF | 13,000 | 13,000 | 12,996 | 12,996 | 435,213 CHF | 436,994 CHF | 99.66% | 99.66% |
06/05/2024 | 0.60% | 33.40 CHF | 33.60 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 434,200 CHF | 436,800 CHF | 100.00% | 100.00% |
03/05/2024 | 0.55% | 33.40 CHF | 33.60 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 434,308 CHF | 436,695 CHF | 100.00% | 100.00% |
02/05/2024 | 0.41% | 33.43 CHF | 33.57 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 434,615 CHF | 436,397 CHF | 100.00% | 100.00% |
30/04/2024 | 0.60% | 33.40 CHF | 33.60 CHF | 13,000 | 13,000 | 12,991 | 12,991 | 433,896 CHF | 436,494 CHF | 100.00% | 100.00% |
29/04/2024 | 0.60% | 33.40 CHF | 33.60 CHF | 13,000 | 13,000 | 13,000 | 13,000 | 434,200 CHF | 436,800 CHF | 100.00% | 100.00% |