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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/04/2024 | 0.35% | 14.22 CHF | 14.27 CHF | 14,000 | 14,000 | 13,988 | 13,988 | 198,954 CHF | 199,653 CHF | 98.63% | 98.63% |
25/04/2024 | 0.38% | 13.63 CHF | 13.68 CHF | 13,300 | 13,300 | 13,405 | 13,405 | 175,285 CHF | 175,955 CHF | 99.95% | 99.95% |
23/04/2024 | 0.33% | 15.25 CHF | 15.30 CHF | 12,900 | 12,900 | 12,977 | 12,977 | 197,075 CHF | 197,724 CHF | 99.99% | 99.99% |
22/04/2024 | 0.34% | 14.88 CHF | 14.93 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 200,239 CHF | 200,914 CHF | 100.00% | 100.00% |
19/04/2024 | 0.28% | 14.41 CHF | 14.45 CHF | 14,200 | 14,200 | 14,294 | 14,294 | 201,178 CHF | 201,749 CHF | 99.94% | 99.94% |
18/04/2024 | 0.30% | 13.31 CHF | 13.35 CHF | 14,500 | 14,500 | 14,380 | 14,380 | 194,410 CHF | 194,985 CHF | 99.97% | 99.97% |
17/04/2024 | 0.30% | 13.42 CHF | 13.46 CHF | 15,000 | 15,000 | 15,057 | 15,057 | 198,554 CHF | 199,158 CHF | 99.99% | 99.99% |
16/04/2024 | 0.31% | 12.86 CHF | 12.90 CHF | 14,900 | 14,900 | 14,910 | 14,910 | 192,564 CHF | 193,160 CHF | 99.67% | 99.67% |
15/04/2024 | 0.30% | 13.07 CHF | 13.11 CHF | 14,600 | 14,600 | 14,583 | 14,583 | 194,429 CHF | 195,013 CHF | 99.83% | 99.83% |
12/04/2024 | 0.35% | 13.37 CHF | 13.41 CHF | 14,200 | 14,200 | 14,018 | 14,018 | 193,675 CHF | 194,348 CHF | 100.00% | 100.00% |