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 | 0.08% | 13.90 CHF | 13.91 CHF | 88,000 | 88,000 | 40,647 | 40,647 | 549,896 CHF | 550,304 CHF | 99.69% | 99.69% |
14/05/2024 | 0.08% | 13.26 CHF | 13.27 CHF | 91,000 | 91,000 | 41,247 | 41,247 | 542,991 CHF | 543,404 CHF | 99.84% | 99.84% |
13/05/2024 | 0.08% | 13.19 CHF | 13.20 CHF | 92,000 | 92,000 | 41,686 | 41,686 | 548,196 CHF | 548,614 CHF | 99.57% | 99.57% |
10/05/2024 | 0.08% | 13.12 CHF | 13.13 CHF | 92,000 | 92,000 | 41,186 | 41,186 | 541,460 CHF | 541,872 CHF | 99.98% | 99.98% |
08/05/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 92,000 | 92,000 | 40,491 | 40,491 | 535,960 CHF | 536,366 CHF | 98.97% | 98.97% |
07/05/2024 | 0.08% | 13.23 CHF | 13.24 CHF | 92,000 | 92,000 | 41,535 | 41,535 | 551,208 CHF | 551,624 CHF | 97.39% | 97.39% |
06/05/2024 | 0.08% | 13.39 CHF | 13.40 CHF | 91,000 | 91,000 | 40,769 | 40,769 | 535,911 CHF | 536,319 CHF | 99.97% | 99.97% |
03/05/2024 | 0.08% | 12.68 CHF | 12.69 CHF | 95,000 | 95,000 | 42,518 | 42,518 | 536,669 CHF | 537,095 CHF | 99.14% | 99.14% |
02/05/2024 | 0.08% | 12.34 CHF | 12.35 CHF | 97,000 | 97,000 | 44,057 | 44,057 | 537,869 CHF | 538,310 CHF | 99.43% | 99.43% |
30/04/2024 | 0.08% | 12.76 CHF | 12.77 CHF | 94,000 | 94,000 | 42,315 | 42,315 | 542,375 CHF | 542,799 CHF | 99.70% | 99.70% |