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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 87,000 | 87,000 | 39,644 | 39,644 | 552,385 CHF | 552,783 CHF | 99.81% | 99.81% |
15/05/2024 | 0.08% | 13.81 CHF | 13.82 CHF | 88,000 | 88,000 | 40,637 | 40,637 | 545,948 CHF | 546,355 CHF | 99.67% | 99.67% |
14/05/2024 | 0.08% | 13.16 CHF | 13.17 CHF | 91,000 | 91,000 | 41,247 | 41,247 | 539,120 CHF | 539,534 CHF | 99.85% | 99.85% |
13/05/2024 | 0.08% | 13.10 CHF | 13.11 CHF | 92,000 | 92,000 | 41,678 | 41,678 | 544,185 CHF | 544,602 CHF | 99.53% | 99.53% |
10/05/2024 | 0.08% | 13.02 CHF | 13.03 CHF | 92,000 | 92,000 | 41,183 | 41,183 | 537,546 CHF | 537,958 CHF | 99.97% | 99.97% |
08/05/2024 | 0.08% | 13.12 CHF | 13.13 CHF | 92,000 | 92,000 | 40,493 | 40,493 | 532,184 CHF | 532,590 CHF | 98.97% | 98.97% |
07/05/2024 | 0.08% | 13.13 CHF | 13.14 CHF | 92,000 | 92,000 | 41,507 | 41,507 | 546,938 CHF | 547,354 CHF | 97.33% | 97.33% |
06/05/2024 | 0.08% | 13.29 CHF | 13.30 CHF | 91,000 | 91,000 | 40,772 | 40,772 | 532,136 CHF | 532,545 CHF | 99.97% | 99.97% |
03/05/2024 | 0.08% | 12.59 CHF | 12.60 CHF | 95,000 | 95,000 | 42,481 | 42,481 | 532,220 CHF | 532,645 CHF | 99.10% | 99.10% |
02/05/2024 | 0.08% | 12.24 CHF | 12.25 CHF | 97,000 | 97,000 | 43,999 | 43,999 | 533,024 CHF | 533,465 CHF | 99.32% | 99.32% |