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 | 0.22% | 15.67 CHF | 15.68 CHF | 33,000 | 33,000 | 18,131 | 18,131 | 281,786 CHF | 282,296 CHF | 99.86% | 99.86% |
10/05/2024 | 0.21% | 16.03 CHF | 16.04 CHF | 33,000 | 33,000 | 18,151 | 18,151 | 292,961 CHF | 293,473 CHF | 100.00% | 100.00% |
08/05/2024 | 0.21% | 16.41 CHF | 16.42 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 289,494 CHF | 289,996 CHF | 99.14% | 99.14% |
07/05/2024 | 0.21% | 16.56 CHF | 16.57 CHF | 32,000 | 32,000 | 17,981 | 17,981 | 291,437 CHF | 291,947 CHF | 99.85% | 99.85% |
06/05/2024 | 0.21% | 15.83 CHF | 15.84 CHF | 33,000 | 33,000 | 18,375 | 18,375 | 291,080 CHF | 291,597 CHF | 99.28% | 99.28% |
03/05/2024 | 0.21% | 15.39 CHF | 15.40 CHF | 33,000 | 33,000 | 18,328 | 18,328 | 288,426 CHF | 288,939 CHF | 98.91% | 98.91% |
02/05/2024 | 0.22% | 15.66 CHF | 15.67 CHF | 33,000 | 33,000 | 18,442 | 18,442 | 288,049 CHF | 288,572 CHF | 99.98% | 99.98% |
30/04/2024 | 0.21% | 15.78 CHF | 15.79 CHF | 33,000 | 33,000 | 18,288 | 18,288 | 290,419 CHF | 290,931 CHF | 98.18% | 98.18% |
29/04/2024 | 0.20% | 16.07 CHF | 16.08 CHF | 33,000 | 33,000 | 17,657 | 17,657 | 290,289 CHF | 290,783 CHF | 99.61% | 99.61% |
26/04/2024 | 0.36% | 16.78 CHF | 16.79 CHF | 32,000 | 32,000 | 12,474 | 12,474 | 212,537 CHF | 213,029 CHF | 98.05% | 98.05% |