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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.33% | 15.45 CHF | 15.50 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 454,980 CHF | 456,467 CHF | 100.00% | 100.00% |
14/05/2024 | 0.33% | 15.20 CHF | 15.25 CHF | 30,000 | 30,000 | 29,862 | 29,862 | 451,724 CHF | 453,215 CHF | 98.82% | 98.82% |
13/05/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 449,589 CHF | 451,076 CHF | 100.00% | 100.00% |
10/05/2024 | 0.34% | 15.10 CHF | 15.15 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 447,203 CHF | 448,691 CHF | 100.00% | 100.00% |
08/05/2024 | 0.34% | 14.75 CHF | 14.80 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 438,363 CHF | 439,851 CHF | 100.00% | 100.00% |
07/05/2024 | 0.35% | 14.65 CHF | 14.70 CHF | 30,000 | 30,000 | 29,719 | 29,718 | 431,681 CHF | 433,148 CHF | 100.00% | 100.00% |
06/05/2024 | 0.35% | 14.25 CHF | 14.30 CHF | 30,000 | 30,000 | 29,719 | 29,719 | 424,396 CHF | 425,882 CHF | 100.00% | 100.00% |
03/05/2024 | 0.36% | 14.15 CHF | 14.20 CHF | 30,000 | 30,000 | 29,699 | 29,699 | 419,538 CHF | 421,024 CHF | 99.28% | 99.28% |
02/05/2024 | 0.36% | 14.00 CHF | 14.05 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 418,574 CHF | 420,062 CHF | 100.00% | 100.00% |
30/04/2024 | 0.36% | 14.15 CHF | 14.20 CHF | 30,000 | 30,000 | 29,718 | 29,718 | 422,138 CHF | 423,626 CHF | 99.93% | 99.93% |