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 | 0.16% | 13.00 CHF | 13.02 CHF | 63,000 | 63,000 | 31,704 | 31,704 | 405,310 CHF | 405,947 CHF | 100.00% | 100.00% |
15/05/2024 | 0.15% | 12.81 CHF | 12.83 CHF | 64,000 | 64,000 | 31,370 | 31,370 | 412,780 CHF | 413,411 CHF | 99.98% | 99.98% |
14/05/2024 | 0.16% | 13.51 CHF | 13.53 CHF | 62,000 | 62,000 | 32,041 | 32,041 | 411,147 CHF | 411,789 CHF | 99.98% | 99.98% |
13/05/2024 | 0.17% | 12.72 CHF | 12.74 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 404,135 CHF | 404,787 CHF | 100.00% | 100.00% |
10/05/2024 | 0.16% | 12.07 CHF | 12.09 CHF | 66,000 | 66,000 | 31,606 | 31,606 | 396,009 CHF | 396,642 CHF | 100.00% | 100.00% |
08/05/2024 | 0.16% | 12.93 CHF | 12.95 CHF | 64,000 | 64,000 | 31,468 | 31,468 | 406,156 CHF | 406,786 CHF | 95.69% | 95.69% |
07/05/2024 | 0.15% | 13.72 CHF | 13.74 CHF | 62,000 | 62,000 | 30,510 | 30,510 | 421,228 CHF | 421,840 CHF | 97.61% | 97.61% |
06/05/2024 | 0.14% | 14.00 CHF | 14.02 CHF | 61,000 | 61,000 | 30,660 | 30,660 | 433,810 CHF | 434,424 CHF | 98.41% | 98.41% |
03/05/2024 | 0.15% | 13.47 CHF | 13.49 CHF | 62,000 | 62,000 | 30,562 | 30,562 | 420,600 CHF | 421,212 CHF | 99.82% | 99.82% |
02/05/2024 | 0.14% | 13.70 CHF | 13.72 CHF | 61,000 | 61,000 | 30,052 | 30,052 | 419,166 CHF | 419,769 CHF | 99.96% | 99.96% |