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% | 15.32 CHF | 15.33 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,288,200 CHF | 763,233 CHF | 99.20% | 99.20% |
15/05/2024 | 0.07% | 15.14 CHF | 15.15 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,201,680 CHF | 734,395 CHF | 99.14% | 99.14% |
14/05/2024 | 0.07% | 14.50 CHF | 14.51 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,161,390 CHF | 720,964 CHF | 99.22% | 99.22% |
13/05/2024 | 0.07% | 14.43 CHF | 14.44 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,164,510 CHF | 722,004 CHF | 98.33% | 98.33% |
10/05/2024 | 0.07% | 14.36 CHF | 14.37 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,156,220 CHF | 719,240 CHF | 99.22% | 99.22% |
08/05/2024 | 0.07% | 14.46 CHF | 14.47 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,169,540 CHF | 723,680 CHF | 99.20% | 99.20% |
07/05/2024 | 0.07% | 14.47 CHF | 14.48 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,183,810 CHF | 728,436 CHF | 99.18% | 99.18% |
06/05/2024 | 0.07% | 14.62 CHF | 14.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,144,790 CHF | 715,429 CHF | 99.27% | 99.27% |
03/05/2024 | 0.07% | 13.92 CHF | 13.93 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,070,370 CHF | 690,625 CHF | 99.06% | 99.06% |
02/05/2024 | 0.07% | 13.59 CHF | 13.60 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,018,750 CHF | 673,416 CHF | 99.16% | 99.16% |