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 | 0.29% | 17.40 CHF | 17.45 CHF | 50,000 | 50,000 | 49,745 | 49,745 | 861,426 CHF | 863,915 CHF | 99.53% | 99.53% |
15/05/2024 | 0.30% | 17.15 CHF | 17.20 CHF | 50,000 | 50,000 | 49,566 | 49,566 | 834,586 CHF | 837,067 CHF | 99.93% | 99.93% |
14/05/2024 | 0.30% | 16.65 CHF | 16.70 CHF | 50,000 | 50,000 | 49,870 | 49,870 | 827,596 CHF | 830,090 CHF | 99.03% | 99.03% |
13/05/2024 | 0.30% | 16.60 CHF | 16.65 CHF | 50,000 | 50,000 | 49,532 | 49,530 | 824,054 CHF | 826,498 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 16.55 CHF | 16.60 CHF | 50,000 | 50,000 | 49,596 | 49,596 | 825,983 CHF | 828,465 CHF | 99.42% | 99.42% |
08/05/2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50,000 | 50,000 | 49,695 | 49,695 | 808,224 CHF | 810,710 CHF | 99.72% | 99.72% |
07/05/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 50,000 | 50,000 | 49,898 | 49,898 | 811,544 CHF | 814,039 CHF | 98.77% | 98.77% |
06/05/2024 | 0.32% | 16.00 CHF | 16.05 CHF | 50,000 | 50,000 | 49,761 | 49,761 | 790,391 CHF | 792,880 CHF | 97.92% | 97.92% |
03/05/2024 | 0.32% | 15.50 CHF | 15.55 CHF | 50,000 | 50,000 | 49,764 | 49,764 | 768,584 CHF | 771,073 CHF | 97.45% | 97.45% |
02/05/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 50,000 | 50,000 | 49,713 | 49,713 | 752,734 CHF | 755,221 CHF | 99.27% | 99.27% |