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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.35% | 14.30 CHF | 14.35 CHF | 40,000 | 40,000 | 39,597 | 39,597 | 563,938 CHF | 565,921 CHF | 99.58% | 99.58% |
06/05/2024 | 0.36% | 14.10 CHF | 14.15 CHF | 40,000 | 40,000 | 39,563 | 39,563 | 558,143 CHF | 560,124 CHF | 98.47% | 98.47% |
03/05/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 40,000 | 40,000 | 39,845 | 39,845 | 555,210 CHF | 557,204 CHF | 97.52% | 97.52% |
02/05/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 40,000 | 40,000 | 39,781 | 39,781 | 540,216 CHF | 542,206 CHF | 99.43% | 99.43% |
30/04/2024 | 0.36% | 13.70 CHF | 13.75 CHF | 40,000 | 40,000 | 39,810 | 39,810 | 550,396 CHF | 552,387 CHF | 99.60% | 99.60% |
29/04/2024 | 0.37% | 13.80 CHF | 13.85 CHF | 40,000 | 40,000 | 39,545 | 39,545 | 546,610 CHF | 548,590 CHF | 98.61% | 98.61% |
26/04/2024 | 0.37% | 13.75 CHF | 13.80 CHF | 40,000 | 40,000 | 39,900 | 39,900 | 547,029 CHF | 549,025 CHF | 98.92% | 98.92% |
25/04/2024 | 0.37% | 13.40 CHF | 13.45 CHF | 40,000 | 40,000 | 39,539 | 39,539 | 543,448 CHF | 545,427 CHF | 99.56% | 99.56% |
24/04/2024 | 0.36% | 13.90 CHF | 13.95 CHF | 40,000 | 40,000 | 39,550 | 39,550 | 555,172 CHF | 557,152 CHF | 99.66% | 99.66% |
23/04/2024 | 0.36% | 14.00 CHF | 14.05 CHF | 40,000 | 40,000 | 39,604 | 39,604 | 548,558 CHF | 550,541 CHF | 98.82% | 98.82% |