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% | 14.58 CHF | 14.59 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,177,210 CHF | 726,236 CHF | 99.19% | 99.19% |
15/05/2024 | 0.07% | 14.40 CHF | 14.41 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,090,520 CHF | 697,339 CHF | 99.15% | 99.15% |
14/05/2024 | 0.07% | 13.75 CHF | 13.76 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,049,960 CHF | 683,819 CHF | 99.21% | 99.21% |
13/05/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,053,190 CHF | 684,896 CHF | 98.27% | 98.27% |
10/05/2024 | 0.07% | 13.62 CHF | 13.63 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,044,900 CHF | 682,132 CHF | 99.20% | 99.20% |
08/05/2024 | 0.07% | 13.72 CHF | 13.73 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,058,100 CHF | 686,533 CHF | 99.20% | 99.20% |
07/05/2024 | 0.07% | 13.73 CHF | 13.74 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,072,570 CHF | 691,356 CHF | 99.19% | 99.19% |
06/05/2024 | 0.07% | 13.88 CHF | 13.89 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 2,033,820 CHF | 678,439 CHF | 99.27% | 99.27% |
03/05/2024 | 0.08% | 13.18 CHF | 13.19 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,959,330 CHF | 653,609 CHF | 99.06% | 99.06% |
02/05/2024 | 0.08% | 12.84 CHF | 12.85 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,907,030 CHF | 636,176 CHF | 99.17% | 99.17% |