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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.13% | 15.90 CHF | 15.92 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 507,574 CHF | 508,227 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 15.25 CHF | 15.27 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 496,246 CHF | 496,879 CHF | 100.00% | 100.00% |
08/05/2024 | 0.13% | 16.11 CHF | 16.13 CHF | 64,000 | 64,000 | 31,467 | 31,467 | 506,232 CHF | 506,863 CHF | 96.43% | 96.43% |
07/05/2024 | 0.12% | 16.89 CHF | 16.91 CHF | 62,000 | 62,000 | 30,507 | 30,507 | 517,970 CHF | 518,582 CHF | 97.62% | 97.62% |
06/05/2024 | 0.12% | 17.17 CHF | 17.19 CHF | 61,000 | 61,000 | 30,660 | 30,660 | 530,827 CHF | 531,441 CHF | 98.41% | 98.41% |
03/05/2024 | 0.12% | 16.63 CHF | 16.65 CHF | 62,000 | 62,000 | 30,562 | 30,562 | 517,346 CHF | 517,959 CHF | 99.81% | 99.81% |
02/05/2024 | 0.12% | 16.89 CHF | 16.91 CHF | 61,000 | 61,000 | 30,046 | 30,046 | 514,870 CHF | 515,472 CHF | 99.94% | 99.94% |
30/04/2024 | 0.11% | 17.58 CHF | 17.60 CHF | 60,000 | 60,000 | 29,478 | 29,478 | 536,010 CHF | 536,601 CHF | 96.79% | 96.79% |
29/04/2024 | 0.12% | 18.41 CHF | 18.43 CHF | 58,000 | 58,000 | 31,507 | 31,507 | 557,570 CHF | 558,201 CHF | 83.74% | 83.74% |
26/04/2024 | 0.13% | 15.69 CHF | 15.71 CHF | 64,000 | 64,000 | 32,105 | 32,105 | 501,980 CHF | 502,624 CHF | 99.47% | 99.47% |