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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.30% | 17.05 CHF | 17.10 CHF | 50,000 | 50,000 | 49,744 | 49,744 | 843,994 CHF | 846,483 CHF | 99.54% | 99.54% |
15/05/2024 | 0.31% | 16.80 CHF | 16.85 CHF | 50,000 | 50,000 | 49,571 | 49,571 | 817,251 CHF | 819,732 CHF | 99.92% | 99.92% |
14/05/2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50,000 | 50,000 | 49,857 | 49,857 | 809,887 CHF | 812,381 CHF | 99.12% | 99.12% |
13/05/2024 | 0.31% | 16.25 CHF | 16.30 CHF | 50,000 | 50,000 | 49,533 | 49,529 | 806,695 CHF | 809,118 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50,000 | 50,000 | 49,767 | 49,767 | 811,351 CHF | 813,841 CHF | 99.19% | 99.19% |
08/05/2024 | 0.32% | 15.95 CHF | 16.00 CHF | 50,000 | 50,000 | 49,707 | 49,707 | 790,957 CHF | 793,444 CHF | 99.70% | 99.70% |
07/05/2024 | 0.31% | 16.00 CHF | 16.05 CHF | 50,000 | 50,000 | 49,915 | 49,915 | 794,317 CHF | 796,813 CHF | 98.67% | 98.67% |
06/05/2024 | 0.32% | 15.65 CHF | 15.70 CHF | 50,000 | 50,000 | 49,768 | 49,768 | 773,094 CHF | 775,584 CHF | 97.65% | 97.65% |
03/05/2024 | 0.33% | 15.15 CHF | 15.20 CHF | 50,000 | 50,000 | 49,491 | 49,491 | 747,029 CHF | 749,507 CHF | 97.77% | 97.77% |
02/05/2024 | 0.34% | 14.75 CHF | 14.80 CHF | 50,000 | 50,000 | 49,720 | 49,720 | 735,342 CHF | 737,830 CHF | 98.97% | 98.97% |