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 | 0.15% | 14.50 CHF | 14.52 CHF | 62,000 | 62,000 | 32,038 | 32,038 | 442,906 CHF | 443,548 CHF | 99.98% | 99.98% |
13/05/2024 | 0.15% | 13.71 CHF | 13.73 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 436,386 CHF | 437,038 CHF | 100.00% | 100.00% |
10/05/2024 | 0.15% | 13.06 CHF | 13.08 CHF | 66,000 | 66,000 | 31,606 | 31,606 | 427,324 CHF | 427,958 CHF | 100.00% | 100.00% |
08/05/2024 | 0.15% | 13.92 CHF | 13.94 CHF | 64,000 | 64,000 | 31,469 | 31,469 | 437,354 CHF | 437,985 CHF | 95.69% | 95.69% |
07/05/2024 | 0.14% | 14.71 CHF | 14.73 CHF | 62,000 | 62,000 | 30,503 | 30,503 | 451,298 CHF | 451,910 CHF | 97.62% | 97.62% |
06/05/2024 | 0.13% | 14.99 CHF | 15.01 CHF | 61,000 | 61,000 | 30,675 | 30,675 | 464,300 CHF | 464,914 CHF | 98.41% | 98.41% |
03/05/2024 | 0.14% | 14.45 CHF | 14.47 CHF | 62,000 | 62,000 | 30,570 | 30,570 | 450,854 CHF | 451,466 CHF | 99.84% | 99.84% |
02/05/2024 | 0.14% | 14.70 CHF | 14.72 CHF | 61,000 | 61,000 | 30,054 | 30,054 | 449,068 CHF | 449,671 CHF | 99.97% | 99.97% |
30/04/2024 | 0.13% | 15.37 CHF | 15.39 CHF | 60,000 | 60,000 | 29,483 | 29,483 | 471,375 CHF | 471,966 CHF | 96.70% | 96.70% |
29/04/2024 | 0.13% | 16.22 CHF | 16.24 CHF | 58,000 | 58,000 | 31,492 | 31,492 | 488,337 CHF | 488,968 CHF | 83.75% | 83.75% |