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% | 16.04 CHF | 16.06 CHF | 62,000 | 62,000 | 32,039 | 32,039 | 492,045 CHF | 492,688 CHF | 99.98% | 99.98% |
13/05/2024 | 0.14% | 15.25 CHF | 15.27 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 486,324 CHF | 486,977 CHF | 100.00% | 100.00% |
10/05/2024 | 0.13% | 14.60 CHF | 14.62 CHF | 66,000 | 66,000 | 31,595 | 31,595 | 475,574 CHF | 476,207 CHF | 99.99% | 99.99% |
08/05/2024 | 0.13% | 15.46 CHF | 15.48 CHF | 64,000 | 64,000 | 31,466 | 31,466 | 485,631 CHF | 486,261 CHF | 96.43% | 96.43% |
07/05/2024 | 0.12% | 16.24 CHF | 16.26 CHF | 62,000 | 62,000 | 30,508 | 30,508 | 498,103 CHF | 498,715 CHF | 97.62% | 97.62% |
06/05/2024 | 0.12% | 16.52 CHF | 16.54 CHF | 61,000 | 61,000 | 30,660 | 30,660 | 510,893 CHF | 511,507 CHF | 98.41% | 98.41% |
03/05/2024 | 0.13% | 15.98 CHF | 16.00 CHF | 62,000 | 62,000 | 30,563 | 30,563 | 497,472 CHF | 498,084 CHF | 99.82% | 99.82% |
02/05/2024 | 0.12% | 16.24 CHF | 16.26 CHF | 61,000 | 61,000 | 30,050 | 30,050 | 495,248 CHF | 495,850 CHF | 99.95% | 99.95% |
30/04/2024 | 0.12% | 16.92 CHF | 16.94 CHF | 60,000 | 60,000 | 29,477 | 29,477 | 516,633 CHF | 517,224 CHF | 96.78% | 96.78% |
29/04/2024 | 0.12% | 17.76 CHF | 17.78 CHF | 58,000 | 58,000 | 31,508 | 31,508 | 536,992 CHF | 537,623 CHF | 83.74% | 83.74% |