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 | 0.14% | 14.81 CHF | 14.83 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 472,115 CHF | 472,767 CHF | 100.00% | 100.00% |
10/05/2024 | 0.14% | 14.16 CHF | 14.18 CHF | 66,000 | 66,000 | 31,598 | 31,598 | 461,859 CHF | 462,492 CHF | 100.00% | 100.00% |
08/05/2024 | 0.14% | 15.02 CHF | 15.04 CHF | 64,000 | 64,000 | 31,466 | 31,466 | 471,914 CHF | 472,545 CHF | 96.43% | 96.43% |
07/05/2024 | 0.13% | 15.81 CHF | 15.83 CHF | 62,000 | 62,000 | 30,508 | 30,508 | 484,830 CHF | 485,442 CHF | 97.62% | 97.62% |
06/05/2024 | 0.13% | 16.08 CHF | 16.10 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 497,833 CHF | 498,448 CHF | 98.41% | 98.41% |
03/05/2024 | 0.13% | 15.55 CHF | 15.57 CHF | 62,000 | 62,000 | 30,568 | 30,568 | 484,264 CHF | 484,876 CHF | 99.84% | 99.84% |
02/05/2024 | 0.13% | 15.80 CHF | 15.82 CHF | 61,000 | 61,000 | 30,055 | 30,055 | 482,186 CHF | 482,788 CHF | 99.97% | 99.97% |
30/04/2024 | 0.12% | 16.48 CHF | 16.50 CHF | 60,000 | 60,000 | 29,486 | 29,486 | 503,909 CHF | 504,500 CHF | 96.78% | 96.78% |
29/04/2024 | 0.12% | 17.32 CHF | 17.34 CHF | 58,000 | 58,000 | 31,511 | 31,511 | 523,248 CHF | 523,879 CHF | 83.73% | 83.73% |
26/04/2024 | 0.14% | 14.59 CHF | 14.61 CHF | 64,000 | 64,000 | 32,102 | 32,102 | 466,899 CHF | 467,544 CHF | 99.45% | 99.45% |