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 | 0.60% | 16.15 CHF | 16.20 CHF | 15,000 | 15,000 | 10,056 | 10,056 | 161,492 CHF | 162,383 CHF | 99.23% | 99.23% |
13/05/2024 | 0.59% | 16.05 CHF | 16.10 CHF | 15,000 | 15,000 | 10,039 | 10,039 | 163,620 CHF | 164,508 CHF | 100.00% | 100.00% |
10/05/2024 | 0.60% | 16.05 CHF | 16.10 CHF | 15,000 | 15,000 | 10,036 | 10,036 | 161,295 CHF | 162,183 CHF | 100.00% | 100.00% |
08/05/2024 | 0.61% | 15.95 CHF | 16.00 CHF | 15,000 | 15,000 | 10,041 | 10,041 | 158,515 CHF | 159,403 CHF | 100.00% | 100.00% |
07/05/2024 | 0.60% | 16.00 CHF | 16.05 CHF | 15,000 | 15,000 | 10,038 | 10,038 | 160,793 CHF | 161,681 CHF | 100.00% | 100.00% |
06/05/2024 | 0.62% | 15.70 CHF | 15.75 CHF | 15,000 | 15,000 | 10,537 | 10,537 | 163,908 CHF | 164,840 CHF | 98.53% | 98.53% |
03/05/2024 | 0.65% | 15.30 CHF | 15.35 CHF | 16,000 | 16,000 | 10,646 | 10,646 | 159,499 CHF | 160,447 CHF | 97.56% | 97.56% |
02/05/2024 | 0.65% | 14.75 CHF | 14.80 CHF | 16,000 | 16,000 | 10,786 | 10,786 | 159,095 CHF | 160,049 CHF | 99.10% | 99.10% |
30/04/2024 | 0.64% | 14.80 CHF | 14.85 CHF | 16,000 | 16,000 | 10,708 | 10,708 | 161,095 CHF | 162,042 CHF | 100.00% | 100.00% |
29/04/2024 | 0.62% | 15.10 CHF | 15.15 CHF | 16,000 | 16,000 | 10,395 | 10,395 | 160,498 CHF | 161,413 CHF | 99.37% | 99.37% |