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% | 14.52 CHF | 14.53 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,108,490 CHF | 703,331 CHF | 99.14% | 99.14% |
14/05/2024 | 0.07% | 13.87 CHF | 13.88 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,067,970 CHF | 689,825 CHF | 99.22% | 99.22% |
13/05/2024 | 0.07% | 13.81 CHF | 13.82 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,071,190 CHF | 690,898 CHF | 98.30% | 98.30% |
10/05/2024 | 0.07% | 13.74 CHF | 13.75 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,062,900 CHF | 688,133 CHF | 99.22% | 99.22% |
08/05/2024 | 0.07% | 13.84 CHF | 13.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,076,130 CHF | 692,544 CHF | 99.20% | 99.20% |
07/05/2024 | 0.07% | 13.85 CHF | 13.86 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,090,560 CHF | 697,354 CHF | 99.19% | 99.19% |
06/05/2024 | 0.07% | 14.00 CHF | 14.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,051,770 CHF | 684,422 CHF | 99.27% | 99.27% |
03/05/2024 | 0.08% | 13.30 CHF | 13.31 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,977,290 CHF | 659,596 CHF | 99.05% | 99.05% |
02/05/2024 | 0.08% | 12.96 CHF | 12.97 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,925,100 CHF | 642,201 CHF | 99.17% | 99.17% |
30/04/2024 | 0.07% | 13.39 CHF | 13.40 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,011,220 CHF | 670,907 CHF | 98.93% | 98.93% |