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 | 0.12% | 17.12 CHF | 17.14 CHF | 62,000 | 62,000 | 32,041 | 32,041 | 526,951 CHF | 527,594 CHF | 99.98% | 99.98% |
13/05/2024 | 0.13% | 16.34 CHF | 16.36 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 521,718 CHF | 522,371 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 15.68 CHF | 15.70 CHF | 66,000 | 66,000 | 31,606 | 31,606 | 510,092 CHF | 510,726 CHF | 100.00% | 100.00% |
08/05/2024 | 0.12% | 16.54 CHF | 16.56 CHF | 64,000 | 64,000 | 31,467 | 31,467 | 519,885 CHF | 520,515 CHF | 95.68% | 95.68% |
07/05/2024 | 0.12% | 17.33 CHF | 17.35 CHF | 62,000 | 62,000 | 30,503 | 30,503 | 531,141 CHF | 531,753 CHF | 97.62% | 97.62% |
06/05/2024 | 0.11% | 17.60 CHF | 17.62 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 544,375 CHF | 544,990 CHF | 98.41% | 98.41% |
03/05/2024 | 0.12% | 17.06 CHF | 17.08 CHF | 62,000 | 62,000 | 30,571 | 30,571 | 530,716 CHF | 531,329 CHF | 99.84% | 99.84% |
02/05/2024 | 0.12% | 17.33 CHF | 17.35 CHF | 61,000 | 61,000 | 30,052 | 30,052 | 528,089 CHF | 528,691 CHF | 99.96% | 99.96% |
30/04/2024 | 0.11% | 18.02 CHF | 18.04 CHF | 60,000 | 60,000 | 29,484 | 29,484 | 548,981 CHF | 549,572 CHF | 96.77% | 96.77% |
29/04/2024 | 0.11% | 18.85 CHF | 18.87 CHF | 58,000 | 58,000 | 31,509 | 31,509 | 571,356 CHF | 571,987 CHF | 83.73% | 83.73% |