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% | 14.17 CHF | 14.18 CHF | 52,000 | 52,000 | 29,470 | 29,470 | 413,316 CHF | 413,612 CHF | 100.00% | 100.00% |
14/05/2024 | 0.07% | 13.91 CHF | 13.92 CHF | 54,000 | 54,000 | 29,985 | 29,985 | 415,929 CHF | 416,230 CHF | 99.82% | 99.82% |
13/05/2024 | 0.07% | 13.87 CHF | 13.88 CHF | 54,000 | 54,000 | 29,172 | 29,172 | 407,463 CHF | 407,755 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 13.85 CHF | 13.86 CHF | 54,000 | 54,000 | 29,988 | 29,988 | 416,048 CHF | 416,349 CHF | 100.00% | 100.00% |
08/05/2024 | 0.07% | 13.80 CHF | 13.81 CHF | 54,000 | 54,000 | 29,764 | 29,764 | 408,813 CHF | 409,112 CHF | 99.14% | 99.14% |
07/05/2024 | 0.07% | 13.81 CHF | 13.82 CHF | 54,000 | 54,000 | 29,958 | 29,958 | 414,526 CHF | 414,826 CHF | 100.00% | 100.00% |
06/05/2024 | 0.08% | 13.67 CHF | 13.68 CHF | 54,000 | 54,000 | 29,983 | 29,983 | 407,614 CHF | 407,914 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 13.44 CHF | 13.45 CHF | 54,000 | 54,000 | 30,645 | 30,645 | 408,331 CHF | 408,638 CHF | 99.93% | 99.93% |
02/05/2024 | 0.08% | 13.22 CHF | 13.23 CHF | 56,000 | 56,000 | 31,027 | 31,027 | 410,325 CHF | 410,636 CHF | 99.97% | 99.97% |
30/04/2024 | 0.08% | 13.27 CHF | 13.28 CHF | 54,000 | 54,000 | 29,957 | 29,957 | 400,706 CHF | 401,006 CHF | 99.99% | 99.99% |