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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.23% | 17.30 CHF | 17.34 CHF | 3,200 | 3,200 | 3,187 | 3,187 | 54,899 CHF | 55,026 CHF | 99.96% | 99.96% |
13/05/2024 | 0.24% | 16.29 CHF | 16.33 CHF | 3,200 | 3,200 | 3,187 | 3,187 | 52,215 CHF | 52,343 CHF | 100.00% | 100.00% |
10/05/2024 | 0.24% | 16.53 CHF | 16.57 CHF | 3,400 | 3,400 | 3,386 | 3,386 | 55,256 CHF | 55,392 CHF | 100.00% | 100.00% |
08/05/2024 | 0.29% | 14.00 CHF | 14.04 CHF | 3,800 | 3,800 | 3,783 | 3,783 | 52,352 CHF | 52,504 CHF | 99.24% | 99.24% |
07/05/2024 | 0.29% | 13.89 CHF | 13.93 CHF | 4,000 | 4,000 | 3,997 | 3,997 | 54,295 CHF | 54,454 CHF | 97.06% | 97.06% |
06/05/2024 | 0.29% | 12.74 CHF | 12.77 CHF | 4,200 | 4,200 | 4,187 | 4,187 | 53,972 CHF | 54,129 CHF | 100.00% | 100.00% |
03/05/2024 | 0.35% | 12.98 CHF | 13.03 CHF | 4,100 | 4,100 | 4,048 | 4,048 | 52,693 CHF | 52,877 CHF | 99.83% | 99.83% |
02/05/2024 | 0.31% | 12.91 CHF | 12.95 CHF | 4,300 | 4,300 | 4,252 | 4,252 | 54,991 CHF | 55,161 CHF | 99.97% | 99.97% |
30/04/2024 | 0.32% | 12.04 CHF | 12.08 CHF | 4,200 | 4,200 | 4,181 | 4,181 | 52,554 CHF | 52,721 CHF | 99.98% | 99.98% |
29/04/2024 | 0.32% | 12.68 CHF | 12.72 CHF | 4,500 | 4,500 | 4,481 | 4,481 | 55,313 CHF | 55,492 CHF | 99.99% | 99.99% |