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 | 0.07% | 14.99 CHF | 15.00 CHF | 132,700 | 132,700 | 130,897 | 130,897 | 1,958,370 CHF | 1,959,680 CHF | 100.00% | 100.00% |
15/05/2024 | 0.07% | 14.99 CHF | 15.00 CHF | 129,900 | 129,900 | 128,134 | 128,134 | 1,948,640 CHF | 1,949,920 CHF | 99.84% | 99.84% |
14/05/2024 | 0.06% | 15.32 CHF | 15.33 CHF | 127,500 | 127,500 | 127,379 | 127,379 | 1,977,030 CHF | 1,978,300 CHF | 99.28% | 99.28% |
13/05/2024 | 0.06% | 15.56 CHF | 15.57 CHF | 127,300 | 127,300 | 126,880 | 126,880 | 1,975,110 CHF | 1,976,380 CHF | 100.00% | 100.00% |
10/05/2024 | 0.06% | 15.73 CHF | 15.74 CHF | 126,600 | 126,600 | 124,449 | 124,449 | 1,947,140 CHF | 1,948,380 CHF | 99.60% | 99.60% |
08/05/2024 | 0.06% | 15.91 CHF | 15.92 CHF | 124,200 | 124,200 | 125,100 | 125,100 | 1,989,840 CHF | 1,991,090 CHF | 98.95% | 98.95% |
07/05/2024 | 0.06% | 15.63 CHF | 15.64 CHF | 125,800 | 125,800 | 126,024 | 126,024 | 1,980,250 CHF | 1,981,510 CHF | 99.34% | 99.34% |
06/05/2024 | 0.06% | 15.63 CHF | 15.64 CHF | 126,200 | 126,200 | 125,123 | 125,123 | 1,955,280 CHF | 1,956,530 CHF | 100.00% | 100.00% |
03/05/2024 | 0.06% | 15.66 CHF | 15.67 CHF | 124,400 | 124,400 | 122,590 | 122,590 | 1,935,940 CHF | 1,937,170 CHF | 99.87% | 99.87% |
02/05/2024 | 0.06% | 16.36 CHF | 16.37 CHF | 121,400 | 121,400 | 120,202 | 120,202 | 1,959,140 CHF | 1,960,340 CHF | 99.98% | 99.98% |