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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.07% | 14.94 CHF | 14.95 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,171,610 CHF | 724,369 CHF | 99.15% | 99.15% |
14/05/2024 | 0.07% | 14.30 CHF | 14.31 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,131,260 CHF | 710,919 CHF | 99.23% | 99.23% |
13/05/2024 | 0.07% | 14.23 CHF | 14.24 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,134,390 CHF | 711,965 CHF | 98.26% | 98.26% |
10/05/2024 | 0.07% | 14.16 CHF | 14.17 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,126,110 CHF | 709,202 CHF | 99.22% | 99.22% |
08/05/2024 | 0.07% | 14.26 CHF | 14.27 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,139,390 CHF | 713,629 CHF | 99.20% | 99.20% |
07/05/2024 | 0.07% | 14.27 CHF | 14.28 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,153,710 CHF | 718,402 CHF | 99.18% | 99.18% |
06/05/2024 | 0.07% | 14.42 CHF | 14.43 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,114,770 CHF | 705,422 CHF | 99.27% | 99.27% |
03/05/2024 | 0.07% | 13.72 CHF | 13.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,040,330 CHF | 680,610 CHF | 99.06% | 99.06% |
02/05/2024 | 0.08% | 13.39 CHF | 13.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,988,520 CHF | 663,339 CHF | 99.17% | 99.17% |
30/04/2024 | 0.07% | 13.81 CHF | 13.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,074,670 CHF | 692,056 CHF | 98.93% | 98.93% |