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 | 0.23% | 14.96 CHF | 14.97 CHF | 32,000 | 32,000 | 18,011 | 18,011 | 267,545 CHF | 268,055 CHF | 95.60% | 95.60% |
13/05/2024 | 0.24% | 14.32 CHF | 14.33 CHF | 33,000 | 33,000 | 18,158 | 18,158 | 257,810 CHF | 258,321 CHF | 99.86% | 99.86% |
10/05/2024 | 0.23% | 14.69 CHF | 14.70 CHF | 33,000 | 33,000 | 18,151 | 18,151 | 268,600 CHF | 269,112 CHF | 100.00% | 100.00% |
08/05/2024 | 0.22% | 15.06 CHF | 15.07 CHF | 32,000 | 32,000 | 17,624 | 17,624 | 265,806 CHF | 266,308 CHF | 99.15% | 99.15% |
07/05/2024 | 0.23% | 15.22 CHF | 15.23 CHF | 32,000 | 32,000 | 17,982 | 17,982 | 267,304 CHF | 267,814 CHF | 99.85% | 99.85% |
06/05/2024 | 0.23% | 14.49 CHF | 14.50 CHF | 33,000 | 33,000 | 18,370 | 18,370 | 266,401 CHF | 266,919 CHF | 99.28% | 99.28% |
03/05/2024 | 0.23% | 14.06 CHF | 14.07 CHF | 33,000 | 33,000 | 18,283 | 18,283 | 263,224 CHF | 263,736 CHF | 98.90% | 98.90% |
02/05/2024 | 0.24% | 14.31 CHF | 14.32 CHF | 33,000 | 33,000 | 18,439 | 18,439 | 263,131 CHF | 263,654 CHF | 99.95% | 99.95% |
30/04/2024 | 0.23% | 14.43 CHF | 14.44 CHF | 33,000 | 33,000 | 18,289 | 18,289 | 265,730 CHF | 266,243 CHF | 98.18% | 98.18% |
29/04/2024 | 0.22% | 14.73 CHF | 14.74 CHF | 33,000 | 33,000 | 17,658 | 17,658 | 266,528 CHF | 267,022 CHF | 99.61% | 99.61% |