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% | 14.22 CHF | 14.34 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 213,837 CHF | 215,554 CHF | 100.00% | 100.00% |
15/05/2024 | 0.80% | 14.19 CHF | 14.31 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 212,015 CHF | 213,717 CHF | 100.00% | 100.00% |
14/05/2024 | 0.80% | 14.08 CHF | 14.20 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 210,792 CHF | 212,486 CHF | 99.99% | 99.99% |
13/05/2024 | 0.80% | 14.02 CHF | 14.13 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,777 CHF | 211,459 CHF | 100.00% | 100.00% |
10/05/2024 | 0.80% | 13.96 CHF | 14.07 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 209,608 CHF | 211,288 CHF | 96.66% | 96.66% |
08/05/2024 | 0.80% | 13.82 CHF | 13.93 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 207,042 CHF | 208,707 CHF | 100.00% | 100.00% |
07/05/2024 | 0.80% | 13.78 CHF | 13.90 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 206,404 CHF | 208,062 CHF | 100.00% | 100.00% |
06/05/2024 | 0.80% | 13.72 CHF | 13.83 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 205,558 CHF | 207,208 CHF | 100.00% | 100.00% |
03/05/2024 | 0.80% | 13.61 CHF | 13.72 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 203,967 CHF | 205,604 CHF | 99.97% | 99.97% |
02/05/2024 | 0.80% | 13.46 CHF | 13.57 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 202,704 CHF | 204,336 CHF | 100.00% | 100.00% |