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 | 0.51% | 38.95 CHF | 39.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 777,335 CHF | 781,335 CHF | 99.38% | 99.38% |
15/05/2024 | 0.52% | 38.60 CHF | 38.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 769,236 CHF | 773,236 CHF | 99.38% | 99.38% |
14/05/2024 | 0.53% | 37.95 CHF | 38.15 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 759,170 CHF | 763,170 CHF | 99.38% | 99.38% |
13/05/2024 | 0.53% | 38.00 CHF | 38.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 755,730 CHF | 759,730 CHF | 98.83% | 98.83% |
10/05/2024 | 0.54% | 36.85 CHF | 37.05 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 735,946 CHF | 739,946 CHF | 99.37% | 99.37% |
08/05/2024 | 0.56% | 35.50 CHF | 35.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 710,327 CHF | 714,327 CHF | 99.38% | 99.38% |
07/05/2024 | 0.44% | 34.45 CHF | 34.60 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 686,390 CHF | 689,390 CHF | 97.35% | 97.35% |
06/05/2024 | 0.43% | 34.65 CHF | 34.80 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 689,867 CHF | 692,867 CHF | 99.38% | 99.38% |
03/05/2024 | 0.43% | 34.30 CHF | 34.45 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 689,431 CHF | 692,431 CHF | 99.37% | 99.37% |
02/05/2024 | 0.44% | 34.10 CHF | 34.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 684,486 CHF | 687,486 CHF | 99.34% | 99.34% |