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 | 0.16% | 18.42 CHF | 18.45 CHF | 14,400 | 14,400 | 14,338 | 14,338 | 264,056 CHF | 264,486 CHF | 99.15% | 99.15% |
07/05/2024 | 0.12% | 17.73 CHF | 17.75 CHF | 15,400 | 15,400 | 15,425 | 15,425 | 262,672 CHF | 262,981 CHF | 99.64% | 99.64% |
06/05/2024 | 0.12% | 16.55 CHF | 16.57 CHF | 15,800 | 15,800 | 15,750 | 15,750 | 256,444 CHF | 256,759 CHF | 100.00% | 100.00% |
03/05/2024 | 0.15% | 16.15 CHF | 16.17 CHF | 16,400 | 16,400 | 16,353 | 16,353 | 262,145 CHF | 262,538 CHF | 99.84% | 99.84% |
02/05/2024 | 0.19% | 15.69 CHF | 15.72 CHF | 16,400 | 16,400 | 16,228 | 16,228 | 254,803 CHF | 255,290 CHF | 99.97% | 99.97% |
30/04/2024 | 0.18% | 16.14 CHF | 16.17 CHF | 15,600 | 15,600 | 15,529 | 15,529 | 252,794 CHF | 253,260 CHF | 99.94% | 99.94% |
29/04/2024 | 0.17% | 16.74 CHF | 16.77 CHF | 14,900 | 14,900 | 14,586 | 14,586 | 252,872 CHF | 253,310 CHF | 100.00% | 100.00% |
26/04/2024 | 0.17% | 17.85 CHF | 17.88 CHF | 15,600 | 15,600 | 15,528 | 15,528 | 276,252 CHF | 276,717 CHF | 99.39% | 99.39% |
25/04/2024 | 0.18% | 16.61 CHF | 16.64 CHF | 14,300 | 14,300 | 14,158 | 14,158 | 238,895 CHF | 239,320 CHF | 99.90% | 99.90% |
23/04/2024 | 0.17% | 18.00 CHF | 18.03 CHF | 16,400 | 16,400 | 16,420 | 16,420 | 288,385 CHF | 288,877 CHF | 99.97% | 99.97% |