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 | 0.32% | 15.79 CHF | 15.84 CHF | 12,300 | 12,300 | 12,248 | 12,248 | 193,656 CHF | 194,269 CHF | 100.00% | 100.00% |
15/05/2024 | 0.33% | 15.75 CHF | 15.80 CHF | 12,700 | 12,700 | 12,686 | 12,686 | 193,573 CHF | 194,209 CHF | 99.99% | 99.99% |
14/05/2024 | 0.32% | 15.35 CHF | 15.40 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 193,851 CHF | 194,476 CHF | 98.49% | 98.49% |
13/05/2024 | 0.32% | 15.36 CHF | 15.41 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 193,955 CHF | 194,580 CHF | 100.00% | 100.00% |
10/05/2024 | 0.33% | 15.52 CHF | 15.57 CHF | 12,800 | 12,800 | 12,831 | 12,831 | 196,291 CHF | 196,933 CHF | 100.00% | 100.00% |
08/05/2024 | 0.35% | 14.80 CHF | 14.85 CHF | 13,800 | 13,800 | 13,937 | 13,937 | 200,426 CHF | 201,123 CHF | 99.24% | 99.24% |
07/05/2024 | 0.30% | 13.69 CHF | 13.73 CHF | 14,600 | 14,600 | 14,599 | 14,599 | 195,726 CHF | 196,310 CHF | 95.30% | 95.30% |
06/05/2024 | 0.29% | 13.33 CHF | 13.37 CHF | 14,400 | 14,400 | 14,241 | 14,241 | 197,696 CHF | 198,265 CHF | 100.00% | 100.00% |
03/05/2024 | 0.29% | 13.56 CHF | 13.60 CHF | 14,300 | 14,300 | 14,266 | 14,266 | 195,591 CHF | 196,162 CHF | 99.89% | 99.89% |
02/05/2024 | 0.35% | 13.52 CHF | 13.56 CHF | 14,100 | 14,100 | 14,099 | 14,099 | 191,188 CHF | 191,849 CHF | 99.98% | 99.98% |