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% | 15.04 CHF | 15.05 CHF | 88,000 | 88,000 | 40,634 | 40,634 | 596,195 CHF | 596,602 CHF | 99.67% | 99.67% |
14/05/2024 | 0.07% | 14.40 CHF | 14.41 CHF | 91,000 | 91,000 | 41,096 | 41,096 | 588,119 CHF | 588,531 CHF | 99.50% | 99.50% |
13/05/2024 | 0.07% | 14.34 CHF | 14.35 CHF | 92,000 | 92,000 | 41,680 | 41,680 | 595,848 CHF | 596,266 CHF | 99.53% | 99.53% |
10/05/2024 | 0.07% | 14.26 CHF | 14.27 CHF | 92,000 | 92,000 | 41,169 | 41,169 | 588,356 CHF | 588,769 CHF | 99.94% | 99.94% |
08/05/2024 | 0.07% | 14.36 CHF | 14.37 CHF | 92,000 | 92,000 | 40,496 | 40,496 | 582,443 CHF | 582,848 CHF | 98.98% | 98.98% |
07/05/2024 | 0.07% | 14.37 CHF | 14.38 CHF | 92,000 | 92,000 | 41,023 | 41,023 | 591,349 CHF | 591,760 CHF | 99.05% | 99.05% |
06/05/2024 | 0.07% | 14.53 CHF | 14.54 CHF | 91,000 | 91,000 | 40,771 | 40,771 | 582,474 CHF | 582,882 CHF | 99.97% | 99.97% |
03/05/2024 | 0.07% | 13.82 CHF | 13.83 CHF | 95,000 | 95,000 | 42,480 | 42,480 | 584,666 CHF | 585,091 CHF | 99.06% | 99.06% |
02/05/2024 | 0.08% | 13.49 CHF | 13.50 CHF | 97,000 | 97,000 | 44,064 | 44,064 | 588,608 CHF | 589,049 CHF | 99.44% | 99.44% |
30/04/2024 | 0.07% | 13.91 CHF | 13.92 CHF | 94,000 | 94,000 | 42,367 | 42,367 | 591,782 CHF | 592,207 CHF | 99.76% | 99.76% |