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 | 0.30% | 17.10 CHF | 17.15 CHF | 5,000 | 5,000 | 4,968 | 4,968 | 84,503 CHF | 84,751 CHF | 95.63% | 95.63% |
13/05/2024 | 0.30% | 17.00 CHF | 17.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 84,169 CHF | 84,411 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 84,243 CHF | 84,492 CHF | 99.28% | 99.28% |
08/05/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 5,000 | 5,000 | 4,970 | 4,970 | 83,534 CHF | 83,783 CHF | 99.69% | 99.69% |
07/05/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 83,147 CHF | 83,395 CHF | 99.60% | 99.60% |
06/05/2024 | 0.31% | 16.60 CHF | 16.65 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 81,770 CHF | 82,018 CHF | 98.39% | 98.39% |
03/05/2024 | 0.31% | 16.25 CHF | 16.30 CHF | 5,000 | 5,000 | 4,979 | 4,979 | 80,315 CHF | 80,564 CHF | 96.79% | 96.79% |
02/05/2024 | 0.32% | 15.75 CHF | 15.80 CHF | 5,000 | 5,000 | 4,965 | 4,965 | 78,323 CHF | 78,571 CHF | 99.59% | 99.59% |
30/04/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 5,000 | 5,000 | 4,978 | 4,970 | 81,291 CHF | 81,405 CHF | 99.56% | 99.56% |
29/04/2024 | 0.31% | 16.30 CHF | 16.35 CHF | 5,000 | 5,000 | 4,944 | 4,944 | 80,865 CHF | 81,113 CHF | 99.47% | 99.47% |