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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2024 | 0.36% | 14.10 CHF | 14.15 CHF | 40,000 | 40,000 | 39,776 | 39,776 | 557,604 CHF | 559,594 CHF | 99.47% | 99.47% |
30/04/2024 | 0.35% | 14.10 CHF | 14.15 CHF | 40,000 | 40,000 | 39,800 | 39,800 | 567,566 CHF | 569,557 CHF | 99.68% | 99.68% |
29/04/2024 | 0.35% | 14.25 CHF | 14.30 CHF | 40,000 | 40,000 | 39,557 | 39,557 | 564,002 CHF | 565,982 CHF | 99.70% | 99.70% |
26/04/2024 | 0.36% | 14.20 CHF | 14.25 CHF | 40,000 | 40,000 | 39,724 | 39,724 | 561,360 CHF | 563,348 CHF | 99.61% | 99.61% |
25/04/2024 | 0.36% | 13.85 CHF | 13.90 CHF | 40,000 | 40,000 | 39,530 | 39,530 | 560,621 CHF | 562,600 CHF | 98.38% | 98.38% |
24/04/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 40,000 | 40,000 | 39,571 | 39,571 | 572,783 CHF | 574,764 CHF | 99.43% | 99.43% |
23/04/2024 | 0.35% | 14.45 CHF | 14.50 CHF | 40,000 | 40,000 | 39,610 | 39,610 | 565,968 CHF | 567,950 CHF | 98.65% | 98.65% |
22/04/2024 | 0.36% | 14.00 CHF | 14.05 CHF | 40,000 | 40,000 | 39,616 | 39,616 | 559,323 CHF | 561,306 CHF | 99.51% | 99.51% |
19/04/2024 | 0.37% | 13.90 CHF | 13.95 CHF | 40,000 | 40,000 | 39,595 | 39,595 | 542,853 CHF | 544,835 CHF | 94.70% | 94.70% |
18/04/2024 | 0.36% | 14.05 CHF | 14.10 CHF | 40,000 | 40,000 | 39,570 | 39,570 | 548,306 CHF | 550,287 CHF | 98.64% | 98.64% |