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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.36% | 13.80 CHF | 13.85 CHF | 60,000 | 60,000 | 59,687 | 59,687 | 821,150 CHF | 824,136 CHF | 99.55% | 99.55% |
15/05/2024 | 0.37% | 13.65 CHF | 13.70 CHF | 60,000 | 60,000 | 59,479 | 59,479 | 802,430 CHF | 805,407 CHF | 99.87% | 99.87% |
14/05/2024 | 0.37% | 13.40 CHF | 13.45 CHF | 60,000 | 60,000 | 59,823 | 59,823 | 800,874 CHF | 803,866 CHF | 99.29% | 99.29% |
13/05/2024 | 0.37% | 13.45 CHF | 13.50 CHF | 60,000 | 60,000 | 59,439 | 59,435 | 800,321 CHF | 803,236 CHF | 99.99% | 99.99% |
10/05/2024 | 0.37% | 13.40 CHF | 13.45 CHF | 60,000 | 60,000 | 59,547 | 59,547 | 799,996 CHF | 802,976 CHF | 99.34% | 99.34% |
08/05/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 60,000 | 60,000 | 59,642 | 59,642 | 769,096 CHF | 772,080 CHF | 99.70% | 99.70% |
07/05/2024 | 0.39% | 12.95 CHF | 13.00 CHF | 60,000 | 60,000 | 59,886 | 59,886 | 772,945 CHF | 775,940 CHF | 98.72% | 98.72% |
06/05/2024 | 0.39% | 12.75 CHF | 12.80 CHF | 60,000 | 60,000 | 59,725 | 59,725 | 762,776 CHF | 765,764 CHF | 97.85% | 97.85% |
03/05/2024 | 0.40% | 12.55 CHF | 12.60 CHF | 60,000 | 60,000 | 59,769 | 59,769 | 753,003 CHF | 755,993 CHF | 97.56% | 97.56% |
02/05/2024 | 0.41% | 12.30 CHF | 12.35 CHF | 60,000 | 60,000 | 59,662 | 59,662 | 729,901 CHF | 732,886 CHF | 99.50% | 99.50% |