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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2024 | 0.19% | 15.43 CHF | 15.46 CHF | 14,700 | 14,700 | 14,700 | 14,700 | 229,974 CHF | 230,415 CHF | 99.59% | 99.59% |
26/04/2024 | 0.21% | 14.65 CHF | 14.68 CHF | 14,700 | 14,700 | 14,700 | 14,700 | 209,695 CHF | 210,136 CHF | 98.00% | 98.00% |
25/04/2024 | 0.23% | 12.73 CHF | 12.76 CHF | 15,500 | 15,500 | 15,500 | 15,500 | 206,517 CHF | 206,982 CHF | 100.00% | 100.00% |
24/04/2024 | 0.19% | 14.90 CHF | 14.93 CHF | 13,100 | 13,100 | 13,097 | 13,097 | 203,709 CHF | 204,102 CHF | 99.94% | 99.94% |
23/04/2024 | 0.21% | 14.57 CHF | 14.60 CHF | 15,300 | 15,300 | 15,298 | 15,298 | 213,417 CHF | 213,876 CHF | 100.00% | 100.00% |
22/04/2024 | 0.22% | 13.19 CHF | 13.22 CHF | 15,600 | 15,600 | 15,600 | 15,600 | 208,959 CHF | 209,427 CHF | 100.00% | 100.00% |
19/04/2024 | 0.23% | 13.21 CHF | 13.24 CHF | 16,700 | 16,700 | 16,700 | 16,700 | 220,754 CHF | 221,255 CHF | 100.00% | 100.00% |
18/04/2024 | 0.19% | 15.67 CHF | 15.70 CHF | 13,500 | 13,500 | 13,500 | 13,500 | 209,434 CHF | 209,839 CHF | 99.98% | 99.98% |
17/04/2024 | 0.19% | 15.17 CHF | 15.20 CHF | 13,800 | 13,800 | 13,772 | 13,772 | 215,872 CHF | 216,286 CHF | 99.99% | 99.99% |
16/04/2024 | 0.17% | 16.97 CHF | 17.00 CHF | 12,500 | 12,500 | 12,500 | 12,500 | 214,986 CHF | 215,361 CHF | 99.86% | 99.86% |