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 | 0.13% | 16.48 CHF | 16.50 CHF | 62,000 | 62,000 | 32,040 | 32,040 | 506,186 CHF | 506,829 CHF | 99.98% | 99.98% |
13/05/2024 | 0.13% | 15.69 CHF | 15.71 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 500,667 CHF | 501,320 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 15.04 CHF | 15.06 CHF | 66,000 | 66,000 | 31,595 | 31,595 | 489,499 CHF | 490,132 CHF | 99.99% | 99.99% |
08/05/2024 | 0.13% | 15.90 CHF | 15.92 CHF | 64,000 | 64,000 | 31,469 | 31,469 | 499,538 CHF | 500,169 CHF | 95.69% | 95.69% |
07/05/2024 | 0.12% | 16.68 CHF | 16.70 CHF | 62,000 | 62,000 | 30,520 | 30,520 | 511,715 CHF | 512,327 CHF | 97.59% | 97.59% |
06/05/2024 | 0.12% | 16.96 CHF | 16.98 CHF | 61,000 | 61,000 | 30,660 | 30,660 | 524,371 CHF | 524,985 CHF | 98.41% | 98.41% |
03/05/2024 | 0.12% | 16.42 CHF | 16.44 CHF | 62,000 | 62,000 | 30,572 | 30,572 | 511,042 CHF | 511,654 CHF | 99.85% | 99.85% |
02/05/2024 | 0.12% | 16.68 CHF | 16.70 CHF | 61,000 | 61,000 | 30,048 | 30,048 | 508,541 CHF | 509,143 CHF | 99.94% | 99.94% |
30/04/2024 | 0.11% | 17.37 CHF | 17.39 CHF | 60,000 | 60,000 | 29,487 | 29,487 | 529,920 CHF | 530,511 CHF | 96.78% | 96.78% |
29/04/2024 | 0.12% | 18.20 CHF | 18.22 CHF | 58,000 | 58,000 | 31,514 | 31,514 | 551,013 CHF | 551,645 CHF | 83.75% | 83.75% |