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 | 0.07% | 14.82 CHF | 14.83 CHF | 300,000 | 300,000 | 299,757 | 299,757 | 4,446,780 CHF | 4,449,780 CHF | 100.00% | 100.00% |
15/05/2024 | 0.07% | 14.73 CHF | 14.74 CHF | 300,000 | 300,000 | 299,430 | 299,430 | 4,374,880 CHF | 4,377,880 CHF | 99.89% | 99.89% |
14/05/2024 | 0.07% | 14.50 CHF | 14.51 CHF | 300,000 | 300,000 | 299,969 | 299,969 | 4,328,190 CHF | 4,331,190 CHF | 99.80% | 99.80% |
13/05/2024 | 0.07% | 14.43 CHF | 14.44 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,329,010 CHF | 4,332,010 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 14.40 CHF | 14.41 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,307,720 CHF | 4,310,720 CHF | 100.00% | 100.00% |
08/05/2024 | 0.07% | 14.08 CHF | 14.09 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,217,250 CHF | 4,220,250 CHF | 99.77% | 99.77% |
07/05/2024 | 0.07% | 13.95 CHF | 13.96 CHF | 300,000 | 300,000 | 299,854 | 299,854 | 4,148,260 CHF | 4,151,260 CHF | 96.14% | 96.14% |
06/05/2024 | 0.07% | 13.56 CHF | 13.57 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,077,480 CHF | 4,080,480 CHF | 100.00% | 100.00% |
03/05/2024 | 0.07% | 13.45 CHF | 13.46 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,031,740 CHF | 4,034,740 CHF | 99.89% | 99.89% |
02/05/2024 | 0.07% | 13.31 CHF | 13.32 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 4,020,140 CHF | 4,023,140 CHF | 99.56% | 99.56% |