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 | 0.40% | 13.23 CHF | 13.28 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 178,685 CHF | 179,401 CHF | 100.00% | 100.00% |
15/05/2024 | 0.40% | 13.23 CHF | 13.28 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 177,763 CHF | 178,478 CHF | 99.57% | 99.57% |
14/05/2024 | 0.40% | 13.13 CHF | 13.18 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 176,864 CHF | 177,572 CHF | 100.00% | 100.00% |
13/05/2024 | 0.40% | 13.05 CHF | 13.10 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 176,222 CHF | 176,926 CHF | 100.00% | 100.00% |
10/05/2024 | 0.40% | 13.08 CHF | 13.13 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 176,125 CHF | 176,827 CHF | 96.66% | 96.66% |
08/05/2024 | 0.40% | 12.95 CHF | 13.00 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 174,944 CHF | 175,646 CHF | 100.00% | 100.00% |
07/05/2024 | 0.40% | 12.94 CHF | 13.00 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 173,945 CHF | 174,647 CHF | 100.00% | 100.00% |
06/05/2024 | 0.40% | 12.83 CHF | 12.88 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 173,290 CHF | 173,984 CHF | 100.00% | 100.00% |
03/05/2024 | 0.40% | 12.80 CHF | 12.85 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 172,718 CHF | 173,408 CHF | 99.99% | 99.99% |
02/05/2024 | 0.40% | 12.68 CHF | 12.73 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 171,509 CHF | 172,197 CHF | 100.00% | 100.00% |