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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.38% | 28.81 CHF | 28.92 CHF | 1,000 | 1,000 | 1,000 | 1,000 | 28,710 CHF | 28,820 CHF | 98.86% | 98.86% |
16/05/2024 | 0.35% | 30.84 CHF | 30.94 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 61,577 CHF | 61,790 CHF | 99.57% | 99.57% |
15/05/2024 | 0.30% | 29.94 CHF | 30.04 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 58,617 CHF | 58,791 CHF | 99.53% | 99.53% |
14/05/2024 | 0.30% | 28.77 CHF | 28.86 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 58,924 CHF | 59,099 CHF | 99.48% | 99.48% |
13/05/2024 | 0.30% | 29.05 CHF | 29.14 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 58,071 CHF | 58,247 CHF | 99.49% | 99.49% |
10/05/2024 | 0.29% | 29.59 CHF | 29.68 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 59,901 CHF | 60,073 CHF | 99.55% | 99.55% |
08/05/2024 | 0.30% | 27.52 CHF | 27.60 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 53,937 CHF | 54,101 CHF | 99.51% | 99.51% |
07/05/2024 | 0.29% | 26.64 CHF | 26.72 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 51,870 CHF | 52,023 CHF | 99.52% | 99.52% |
06/05/2024 | 0.31% | 24.68 CHF | 24.76 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 49,794 CHF | 49,947 CHF | 99.49% | 99.49% |
03/05/2024 | 0.31% | 24.44 CHF | 24.52 CHF | 2,000 | 2,000 | 2,000 | 2,000 | 48,503 CHF | 48,652 CHF | 99.52% | 99.52% |