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% | 14.00 CHF | 14.01 CHF | 88,000 | 88,000 | 40,651 | 40,651 | 553,946 CHF | 554,354 CHF | 99.70% | 99.70% |
14/05/2024 | 0.08% | 13.35 CHF | 13.36 CHF | 91,000 | 91,000 | 41,093 | 41,093 | 545,033 CHF | 545,445 CHF | 99.50% | 99.50% |
13/05/2024 | 0.08% | 13.29 CHF | 13.30 CHF | 92,000 | 92,000 | 41,690 | 41,690 | 552,358 CHF | 552,775 CHF | 99.54% | 99.54% |
10/05/2024 | 0.08% | 13.21 CHF | 13.22 CHF | 92,000 | 92,000 | 41,180 | 41,180 | 545,429 CHF | 545,841 CHF | 99.96% | 99.96% |
08/05/2024 | 0.08% | 13.31 CHF | 13.32 CHF | 92,000 | 92,000 | 40,498 | 40,498 | 540,036 CHF | 540,442 CHF | 98.97% | 98.97% |
07/05/2024 | 0.08% | 13.32 CHF | 13.33 CHF | 92,000 | 92,000 | 41,010 | 41,010 | 548,298 CHF | 548,709 CHF | 99.05% | 99.05% |
06/05/2024 | 0.08% | 13.48 CHF | 13.49 CHF | 91,000 | 91,000 | 40,767 | 40,767 | 539,892 CHF | 540,300 CHF | 99.96% | 99.96% |
03/05/2024 | 0.08% | 12.78 CHF | 12.79 CHF | 95,000 | 95,000 | 42,505 | 42,505 | 540,683 CHF | 541,109 CHF | 99.14% | 99.14% |
02/05/2024 | 0.08% | 12.43 CHF | 12.44 CHF | 97,000 | 97,000 | 44,056 | 44,056 | 542,212 CHF | 542,653 CHF | 99.43% | 99.43% |
30/04/2024 | 0.08% | 12.86 CHF | 12.87 CHF | 94,000 | 94,000 | 42,335 | 42,335 | 546,830 CHF | 547,254 CHF | 99.74% | 99.74% |