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 | 0.55% | 17.25 CHF | 17.30 CHF | 14,000 | 14,000 | 9,369 | 9,369 | 163,651 CHF | 164,479 CHF | 100.00% | 100.00% |
10/05/2024 | 0.56% | 17.20 CHF | 17.25 CHF | 14,000 | 14,000 | 9,345 | 9,345 | 161,043 CHF | 161,872 CHF | 99.53% | 99.53% |
08/05/2024 | 0.57% | 17.10 CHF | 17.15 CHF | 14,000 | 14,000 | 9,367 | 9,367 | 158,830 CHF | 159,659 CHF | 100.00% | 100.00% |
07/05/2024 | 0.56% | 17.15 CHF | 17.20 CHF | 14,000 | 14,000 | 9,369 | 9,369 | 161,015 CHF | 161,844 CHF | 100.00% | 100.00% |
06/05/2024 | 0.57% | 16.90 CHF | 16.95 CHF | 14,000 | 14,000 | 9,424 | 9,424 | 157,559 CHF | 158,389 CHF | 98.52% | 98.52% |
03/05/2024 | 0.60% | 16.45 CHF | 16.50 CHF | 15,000 | 15,000 | 9,995 | 9,995 | 161,329 CHF | 162,217 CHF | 97.87% | 97.87% |
02/05/2024 | 0.60% | 15.90 CHF | 15.95 CHF | 15,000 | 15,000 | 10,004 | 10,004 | 159,238 CHF | 160,128 CHF | 98.78% | 98.78% |
30/04/2024 | 0.59% | 16.00 CHF | 16.05 CHF | 15,000 | 15,000 | 10,028 | 10,028 | 162,603 CHF | 163,492 CHF | 99.77% | 99.77% |
29/04/2024 | 0.57% | 16.25 CHF | 16.30 CHF | 15,000 | 15,000 | 9,589 | 9,589 | 159,271 CHF | 160,111 CHF | 99.67% | 99.67% |
26/04/2024 | 0.55% | 17.05 CHF | 17.10 CHF | 14,000 | 14,000 | 9,359 | 9,359 | 162,525 CHF | 163,354 CHF | 99.40% | 99.40% |