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 | 0.27% | 22.12 CHF | 22.18 CHF | 18,000 | 18,000 | 18,012 | 18,012 | 398,437 CHF | 399,500 CHF | 99.03% | 99.03% |
13/05/2024 | 0.45% | 22.10 CHF | 22.20 CHF | 18,000 | 18,000 | 18,000 | 18,000 | 397,718 CHF | 399,518 CHF | 100.00% | 100.00% |
10/05/2024 | 0.45% | 22.05 CHF | 22.15 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 418,950 CHF | 420,850 CHF | 100.00% | 100.00% |
08/05/2024 | 0.27% | 22.07 CHF | 22.13 CHF | 19,000 | 19,000 | 19,000 | 19,000 | 419,349 CHF | 420,470 CHF | 98.26% | 98.26% |
07/05/2024 | 0.27% | 22.07 CHF | 22.13 CHF | 19,000 | 19,000 | 18,389 | 18,389 | 405,860 CHF | 406,947 CHF | 99.65% | 99.65% |
06/05/2024 | 0.46% | 21.95 CHF | 22.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 438,270 CHF | 440,270 CHF | 100.00% | 100.00% |
03/05/2024 | 0.41% | 21.90 CHF | 22.00 CHF | 20,000 | 20,000 | 20,009 | 20,009 | 437,830 CHF | 439,618 CHF | 99.95% | 99.95% |
02/05/2024 | 0.27% | 21.87 CHF | 21.93 CHF | 21,000 | 21,000 | 20,870 | 20,870 | 456,505 CHF | 457,738 CHF | 100.00% | 100.00% |
30/04/2024 | 0.46% | 21.85 CHF | 21.95 CHF | 21,000 | 21,000 | 20,195 | 20,195 | 441,673 CHF | 443,693 CHF | 100.00% | 100.00% |
29/04/2024 | 0.27% | 21.87 CHF | 21.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 438,260 CHF | 439,441 CHF | 100.00% | 100.00% |