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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 5.44% | 13.89 CHF | 14.62 CHF | 24,900 | 24,900 | 24,900 | 24,900 | 325,842 CHF | 344,045 CHF | 99.77% | 99.77% |
13/05/2024 | 5.46% | 13.91 CHF | 14.72 CHF | 22,500 | 22,500 | 22,500 | 22,500 | 325,066 CHF | 343,291 CHF | 100.00% | 100.00% |
10/05/2024 | 5.31% | 13.60 CHF | 14.34 CHF | 24,700 | 24,700 | 24,700 | 24,700 | 335,107 CHF | 353,385 CHF | 100.00% | 100.00% |
08/05/2024 | 5.22% | 12.78 CHF | 13.45 CHF | 27,300 | 27,300 | 27,297 | 27,297 | 341,381 CHF | 359,672 CHF | 99.44% | 99.44% |
07/05/2024 | 5.26% | 12.04 CHF | 12.69 CHF | 28,300 | 28,300 | 28,283 | 28,283 | 340,792 CHF | 359,187 CHF | 100.00% | 100.00% |
06/05/2024 | 4.83% | 11.62 CHF | 12.19 CHF | 32,200 | 32,200 | 32,200 | 32,200 | 371,139 CHF | 389,493 CHF | 100.00% | 100.00% |
03/05/2024 | 4.52% | 10.42 CHF | 10.90 CHF | 38,500 | 38,500 | 38,500 | 38,500 | 400,051 CHF | 418,521 CHF | 99.96% | 99.96% |
02/05/2024 | 4.34% | 9.44 CHF | 9.85 CHF | 45,400 | 45,400 | 45,400 | 45,400 | 419,516 CHF | 438,130 CHF | 99.63% | 99.63% |
30/04/2024 | 4.82% | 9.47 CHF | 9.96 CHF | 37,600 | 37,600 | 37,586 | 37,586 | 373,379 CHF | 391,803 CHF | 100.00% | 100.00% |
29/04/2024 | 4.78% | 10.05 CHF | 10.51 CHF | 40,500 | 40,500 | 40,492 | 40,492 | 380,703 CHF | 399,333 CHF | 99.63% | 99.63% |