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 | 0.21% | 16.12 CHF | 16.13 CHF | 33,000 | 33,000 | 18,154 | 18,154 | 290,332 CHF | 290,842 CHF | 99.70% | 99.70% |
10/05/2024 | 0.20% | 16.48 CHF | 16.49 CHF | 33,000 | 33,000 | 18,205 | 18,205 | 302,033 CHF | 302,546 CHF | 100.00% | 100.00% |
08/05/2024 | 0.20% | 16.86 CHF | 16.87 CHF | 32,000 | 32,000 | 17,626 | 17,626 | 297,501 CHF | 298,003 CHF | 99.13% | 99.13% |
07/05/2024 | 0.20% | 17.01 CHF | 17.02 CHF | 32,000 | 32,000 | 17,979 | 17,979 | 299,522 CHF | 300,032 CHF | 99.85% | 99.85% |
06/05/2024 | 0.21% | 16.28 CHF | 16.29 CHF | 33,000 | 33,000 | 18,361 | 18,361 | 299,095 CHF | 299,612 CHF | 99.47% | 99.47% |
03/05/2024 | 0.21% | 15.84 CHF | 15.85 CHF | 33,000 | 33,000 | 18,294 | 18,294 | 296,109 CHF | 296,622 CHF | 98.91% | 98.91% |
02/05/2024 | 0.21% | 16.11 CHF | 16.12 CHF | 33,000 | 33,000 | 18,441 | 18,441 | 296,366 CHF | 296,889 CHF | 99.97% | 99.97% |
30/04/2024 | 0.21% | 16.24 CHF | 16.25 CHF | 33,000 | 33,000 | 18,287 | 18,287 | 298,691 CHF | 299,204 CHF | 98.18% | 98.18% |
29/04/2024 | 0.20% | 16.53 CHF | 16.54 CHF | 33,000 | 33,000 | 17,658 | 17,658 | 298,282 CHF | 298,776 CHF | 99.61% | 99.61% |
26/04/2024 | 0.35% | 17.23 CHF | 17.24 CHF | 32,000 | 32,000 | 12,429 | 12,429 | 217,400 CHF | 217,892 CHF | 98.06% | 98.06% |