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 | 0.31% | 16.20 CHF | 16.25 CHF | 50,000 | 50,000 | 49,746 | 49,746 | 803,374 CHF | 805,862 CHF | 99.53% | 99.53% |
15/05/2024 | 0.32% | 15.95 CHF | 16.00 CHF | 50,000 | 50,000 | 49,569 | 49,569 | 776,861 CHF | 779,342 CHF | 99.93% | 99.93% |
14/05/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 50,000 | 50,000 | 49,788 | 49,788 | 767,618 CHF | 770,108 CHF | 99.30% | 99.30% |
13/05/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 765,959 CHF | 768,384 CHF | 100.00% | 100.00% |
10/05/2024 | 0.32% | 15.35 CHF | 15.40 CHF | 50,000 | 50,000 | 49,667 | 49,667 | 769,026 CHF | 771,511 CHF | 99.18% | 99.18% |
08/05/2024 | 0.33% | 15.10 CHF | 15.15 CHF | 50,000 | 50,000 | 49,736 | 49,736 | 750,620 CHF | 753,109 CHF | 99.64% | 99.64% |
07/05/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50,000 | 50,000 | 49,475 | 49,475 | 746,605 CHF | 749,082 CHF | 99.69% | 99.69% |
06/05/2024 | 0.34% | 14.80 CHF | 14.85 CHF | 50,000 | 50,000 | 49,510 | 49,510 | 728,358 CHF | 730,836 CHF | 98.23% | 98.23% |
03/05/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 50,000 | 50,000 | 49,633 | 49,633 | 708,662 CHF | 711,145 CHF | 97.56% | 97.56% |
02/05/2024 | 0.36% | 13.95 CHF | 14.00 CHF | 50,000 | 50,000 | 49,718 | 49,718 | 694,222 CHF | 696,709 CHF | 99.42% | 99.42% |