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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.31% | 16.25 CHF | 16.30 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 806,695 CHF | 809,118 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50,000 | 50,000 | 49,767 | 49,767 | 811,351 CHF | 813,841 CHF | 99.19% | 99.19% |
08/05/2024 | 0.32% | 15.95 CHF | 16.00 CHF | 50,000 | 50,000 | 49,707 | 49,707 | 790,957 CHF | 793,444 CHF | 99.70% | 99.70% |
07/05/2024 | 0.31% | 16.00 CHF | 16.05 CHF | 50,000 | 50,000 | 49,915 | 49,915 | 794,317 CHF | 796,813 CHF | 98.67% | 98.67% |
06/05/2024 | 0.32% | 15.65 CHF | 15.70 CHF | 50,000 | 50,000 | 49,768 | 49,768 | 773,094 CHF | 775,584 CHF | 97.65% | 97.65% |
03/05/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 50,000 | 50,000 | 49,491 | 49,491 | 747,029 CHF | 749,507 CHF | 97.77% | 97.77% |
02/05/2024 | 0.34% | 14.75 CHF | 14.80 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 735,342 CHF | 737,830 CHF | 98.97% | 98.97% |
30/04/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 50,000 | 50,000 | 49,823 | 49,823 | 765,405 CHF | 767,897 CHF | 99.11% | 99.11% |
29/04/2024 | 0.33% | 15.40 CHF | 15.45 CHF | 50,000 | 50,000 | 49,623 | 49,623 | 763,352 CHF | 765,835 CHF | 99.52% | 99.52% |
26/04/2024 | 0.33% | 15.30 CHF | 15.35 CHF | 50,000 | 50,000 | 49,883 | 49,883 | 758,796 CHF | 761,291 CHF | 99.19% | 99.19% |