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 | 0.35% | 14.25 CHF | 14.30 CHF | 50,000 | 50,000 | 49,727 | 49,727 | 704,789 CHF | 707,277 CHF | 99.51% | 99.51% |
30/04/2024 | 0.35% | 14.30 CHF | 14.35 CHF | 50,000 | 50,000 | 49,763 | 49,763 | 717,579 CHF | 720,068 CHF | 99.62% | 99.62% |
29/04/2024 | 0.35% | 14.40 CHF | 14.45 CHF | 50,000 | 50,000 | 49,438 | 49,438 | 712,586 CHF | 715,061 CHF | 99.69% | 99.69% |
26/04/2024 | 0.35% | 14.35 CHF | 14.40 CHF | 50,000 | 50,000 | 49,869 | 49,869 | 713,138 CHF | 715,633 CHF | 99.18% | 99.18% |
25/04/2024 | 0.35% | 14.00 CHF | 14.05 CHF | 50,000 | 50,000 | 49,482 | 49,482 | 709,423 CHF | 711,900 CHF | 98.07% | 98.07% |
24/04/2024 | 0.35% | 14.50 CHF | 14.55 CHF | 50,000 | 50,000 | 49,473 | 49,473 | 723,890 CHF | 726,367 CHF | 99.58% | 99.58% |
23/04/2024 | 0.35% | 14.60 CHF | 14.65 CHF | 50,000 | 50,000 | 49,507 | 49,507 | 715,062 CHF | 717,540 CHF | 99.12% | 99.12% |
22/04/2024 | 0.35% | 14.15 CHF | 14.20 CHF | 50,000 | 50,000 | 49,414 | 49,414 | 705,450 CHF | 707,924 CHF | 98.47% | 98.47% |
19/04/2024 | 0.36% | 14.10 CHF | 14.15 CHF | 50,000 | 50,000 | 49,511 | 49,511 | 687,234 CHF | 689,712 CHF | 99.33% | 99.33% |
18/04/2024 | 0.36% | 14.20 CHF | 14.25 CHF | 50,000 | 50,000 | 49,470 | 49,470 | 693,233 CHF | 695,710 CHF | 99.22% | 99.22% |