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% | 14.88 CHF | 14.89 CHF | 45,000 | 45,000 | 44,929 | 44,929 | 664,759 CHF | 665,209 CHF | 100.00% | 100.00% |
15/05/2024 | 0.08% | 14.62 CHF | 14.63 CHF | 45,000 | 45,000 | 43,347 | 43,347 | 623,183 CHF | 623,628 CHF | 99.59% | 99.59% |
14/05/2024 | 0.07% | 14.21 CHF | 14.22 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 637,856 CHF | 638,306 CHF | 99.99% | 99.99% |
13/05/2024 | 0.07% | 14.19 CHF | 14.20 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 640,001 CHF | 640,451 CHF | 100.00% | 100.00% |
10/05/2024 | 0.07% | 14.13 CHF | 14.14 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 639,535 CHF | 639,985 CHF | 99.99% | 99.99% |
08/05/2024 | 0.07% | 13.95 CHF | 13.96 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 626,609 CHF | 627,059 CHF | 99.67% | 99.67% |
07/05/2024 | 0.07% | 13.99 CHF | 14.00 CHF | 45,000 | 45,000 | 44,979 | 44,979 | 627,178 CHF | 627,628 CHF | 99.75% | 99.75% |
06/05/2024 | 0.07% | 13.69 CHF | 13.70 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 612,235 CHF | 612,685 CHF | 100.00% | 100.00% |
03/05/2024 | 0.08% | 13.29 CHF | 13.30 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 596,893 CHF | 597,343 CHF | 99.41% | 99.41% |
02/05/2024 | 0.08% | 13.03 CHF | 13.04 CHF | 45,000 | 45,000 | 45,000 | 45,000 | 586,425 CHF | 586,875 CHF | 98.63% | 98.63% |