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 | 0.20% | 13.88 CHF | 13.90 CHF | 28,500 | 28,500 | 12,799 | 12,799 | 177,832 CHF | 178,154 CHF | 100.00% | 100.00% |
13/05/2024 | 0.19% | 14.20 CHF | 14.22 CHF | 28,100 | 28,100 | 12,514 | 12,514 | 181,366 CHF | 181,681 CHF | 100.00% | 100.00% |
10/05/2024 | 0.18% | 14.60 CHF | 14.62 CHF | 26,800 | 26,800 | 11,947 | 11,947 | 180,741 CHF | 181,041 CHF | 99.98% | 99.98% |
08/05/2024 | 0.19% | 14.75 CHF | 14.77 CHF | 27,100 | 27,100 | 11,980 | 11,980 | 176,338 CHF | 176,640 CHF | 98.99% | 98.99% |
07/05/2024 | 0.19% | 15.13 CHF | 15.15 CHF | 26,800 | 26,800 | 12,246 | 12,246 | 182,452 CHF | 182,760 CHF | 97.82% | 97.82% |
06/05/2024 | 0.20% | 14.39 CHF | 14.41 CHF | 28,500 | 28,500 | 12,800 | 12,800 | 181,312 CHF | 181,634 CHF | 100.00% | 100.00% |
03/05/2024 | 0.20% | 14.16 CHF | 14.18 CHF | 29,200 | 29,200 | 13,051 | 13,051 | 183,789 CHF | 184,117 CHF | 99.47% | 99.47% |
02/05/2024 | 0.22% | 13.27 CHF | 13.29 CHF | 32,200 | 32,200 | 14,566 | 14,566 | 189,852 CHF | 190,218 CHF | 99.77% | 99.77% |
30/04/2024 | 0.21% | 12.69 CHF | 12.71 CHF | 31,200 | 31,200 | 13,870 | 13,870 | 183,836 CHF | 184,184 CHF | 99.69% | 99.69% |
29/04/2024 | 0.21% | 12.61 CHF | 12.63 CHF | 32,200 | 32,200 | 13,942 | 13,942 | 182,680 CHF | 183,029 CHF | 98.93% | 98.93% |