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 | 0.53% | 47.85 CHF | 48.10 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 949,531 CHF | 954,531 CHF | 99.38% | 99.38% |
14/05/2024 | 0.53% | 47.30 CHF | 47.55 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 942,167 CHF | 947,167 CHF | 99.39% | 99.39% |
13/05/2024 | 0.53% | 47.25 CHF | 47.50 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 940,018 CHF | 945,018 CHF | 98.83% | 98.83% |
10/05/2024 | 0.53% | 46.70 CHF | 46.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 935,662 CHF | 940,662 CHF | 99.37% | 99.37% |
08/05/2024 | 0.54% | 46.15 CHF | 46.40 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 920,854 CHF | 925,854 CHF | 99.38% | 99.38% |
07/05/2024 | 0.54% | 45.50 CHF | 45.75 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 903,927 CHF | 908,848 CHF | 97.35% | 97.35% |
06/05/2024 | 0.53% | 45.10 CHF | 45.35 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 899,203 CHF | 903,948 CHF | 99.38% | 99.38% |
03/05/2024 | 0.45% | 44.75 CHF | 44.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 893,095 CHF | 897,101 CHF | 99.35% | 99.35% |
02/05/2024 | 0.45% | 44.80 CHF | 45.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 893,287 CHF | 897,287 CHF | 99.34% | 99.34% |
30/04/2024 | 0.54% | 44.75 CHF | 44.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 898,870 CHF | 903,721 CHF | 99.38% | 99.38% |