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 | 0.80% | 13.79 CHF | 13.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 206,591 CHF | 208,253 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 13.81 CHF | 13.92 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 206,280 CHF | 207,935 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 13.71 CHF | 13.82 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 204,587 CHF | 206,229 CHF | 99.98% | 99.98% |
13/05/2024 | 0.80% | 13.61 CHF | 13.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 204,195 CHF | 205,832 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 13.54 CHF | 13.65 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 203,627 CHF | 205,262 CHF | 96.66% | 96.66% |
08/05/2024 | 0.80% | 13.46 CHF | 13.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 201,876 CHF | 203,497 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 13.32 CHF | 13.43 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 198,147 CHF | 199,739 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 12.99 CHF | 13.09 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 194,590 CHF | 196,150 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 12.85 CHF | 12.96 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 192,545 CHF | 194,092 CHF | 100.00% | 100.00% |
02/05/2024 | 0.80% | 12.73 CHF | 12.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 190,201 CHF | 191,731 CHF | 99.94% | 99.94% |