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 | 0.07% | 15.73 CHF | 15.74 CHF | 52,000 | 52,000 | 29,468 | 29,468 | 459,189 CHF | 459,485 CHF | 100.00% | 100.00% |
14/05/2024 | 0.07% | 15.47 CHF | 15.48 CHF | 54,000 | 54,000 | 29,984 | 29,984 | 462,717 CHF | 463,018 CHF | 99.82% | 99.82% |
13/05/2024 | 0.07% | 15.43 CHF | 15.44 CHF | 54,000 | 54,000 | 29,172 | 29,172 | 452,948 CHF | 453,240 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 15.41 CHF | 15.42 CHF | 54,000 | 54,000 | 29,986 | 29,986 | 462,778 CHF | 463,078 CHF | 99.99% | 99.99% |
08/05/2024 | 0.07% | 15.36 CHF | 15.37 CHF | 54,000 | 54,000 | 29,764 | 29,764 | 455,307 CHF | 455,605 CHF | 99.15% | 99.15% |
07/05/2024 | 0.07% | 15.37 CHF | 15.38 CHF | 54,000 | 54,000 | 29,958 | 29,958 | 461,207 CHF | 461,507 CHF | 100.00% | 100.00% |
06/05/2024 | 0.07% | 15.23 CHF | 15.24 CHF | 54,000 | 54,000 | 29,983 | 29,983 | 454,214 CHF | 454,515 CHF | 100.00% | 100.00% |
03/05/2024 | 0.07% | 15.00 CHF | 15.01 CHF | 54,000 | 54,000 | 30,642 | 30,642 | 455,928 CHF | 456,235 CHF | 99.92% | 99.92% |
02/05/2024 | 0.07% | 14.79 CHF | 14.80 CHF | 56,000 | 56,000 | 30,945 | 30,945 | 457,714 CHF | 458,024 CHF | 99.99% | 99.99% |
30/04/2024 | 0.07% | 14.84 CHF | 14.85 CHF | 54,000 | 54,000 | 29,956 | 29,956 | 447,644 CHF | 447,944 CHF | 99.99% | 99.99% |