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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.07% | 13.95 CHF | 13.96 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 626,609 CHF | 627,059 CHF | 99.67% | 99.67% |
07/05/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 45,000 | 45,000 | 44,979 | 44,979 | 627,178 CHF | 627,628 CHF | 99.75% | 99.75% |
06/05/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 612,235 CHF | 612,685 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 13.29 CHF | 13.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 596,893 CHF | 597,343 CHF | 99.41% | 99.41% |
02/05/2024 | 0.08% | 13.03 CHF | 13.04 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 586,425 CHF | 586,875 CHF | 98.63% | 98.63% |
30/04/2024 | 0.07% | 13.41 CHF | 13.42 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 609,828 CHF | 610,278 CHF | 99.52% | 99.52% |
29/04/2024 | 0.07% | 13.56 CHF | 13.57 CHF | 45,000 | 45,000 | 44,991 | 44,991 | 611,084 CHF | 611,534 CHF | 99.69% | 99.69% |
26/04/2024 | 0.07% | 13.51 CHF | 13.52 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 603,439 CHF | 603,889 CHF | 99.68% | 99.68% |
25/04/2024 | 0.08% | 12.81 CHF | 12.82 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 583,108 CHF | 583,558 CHF | 99.95% | 99.95% |
24/04/2024 | 0.07% | 13.20 CHF | 13.21 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 601,182 CHF | 601,632 CHF | 99.82% | 99.82% |