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 | 0.08% | 13.12 CHF | 13.13 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 261,711 CHF | 261,911 CHF | 99.26% | 99.26% |
15/05/2024 | 0.08% | 12.67 CHF | 12.68 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 254,388 CHF | 254,588 CHF | 97.58% | 97.58% |
14/05/2024 | 0.08% | 12.69 CHF | 12.70 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 251,812 CHF | 252,012 CHF | 98.88% | 98.88% |
13/05/2024 | 0.08% | 12.75 CHF | 12.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 256,713 CHF | 256,913 CHF | 99.39% | 99.39% |
10/05/2024 | 0.08% | 13.05 CHF | 13.06 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 259,222 CHF | 259,422 CHF | 96.01% | 96.01% |
08/05/2024 | 0.08% | 11.95 CHF | 11.96 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 236,795 CHF | 236,995 CHF | 99.39% | 99.39% |
07/05/2024 | 0.09% | 11.29 CHF | 11.30 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 222,843 CHF | 223,043 CHF | 99.24% | 99.24% |
06/05/2024 | 0.09% | 11.03 CHF | 11.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 217,042 CHF | 217,242 CHF | 99.22% | 99.22% |
03/05/2024 | 0.09% | 10.50 CHF | 10.51 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 213,981 CHF | 214,181 CHF | 98.93% | 98.93% |
02/05/2024 | 0.09% | 10.90 CHF | 10.91 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 220,352 CHF | 220,552 CHF | 99.39% | 99.39% |