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 | 0.28% | 18.00 CHF | 18.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 88,760 CHF | 89,008 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 17.70 CHF | 17.75 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 86,529 CHF | 86,777 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 17.30 CHF | 17.35 CHF | 5,000 | 5,000 | 4,947 | 4,947 | 85,314 CHF | 85,562 CHF | 99.86% | 99.86% |
13/05/2024 | 0.29% | 17.25 CHF | 17.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 85,355 CHF | 85,597 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 5,000 | 5,000 | 4,965 | 4,965 | 85,430 CHF | 85,679 CHF | 99.23% | 99.23% |
08/05/2024 | 0.29% | 17.10 CHF | 17.15 CHF | 5,000 | 5,000 | 4,971 | 4,971 | 84,737 CHF | 84,986 CHF | 99.66% | 99.66% |
07/05/2024 | 0.30% | 17.15 CHF | 17.20 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 84,330 CHF | 84,578 CHF | 99.58% | 99.58% |
06/05/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 82,947 CHF | 83,195 CHF | 98.37% | 98.37% |
03/05/2024 | 0.31% | 16.50 CHF | 16.55 CHF | 5,000 | 5,000 | 4,977 | 4,977 | 81,436 CHF | 81,685 CHF | 95.42% | 95.42% |
02/05/2024 | 0.31% | 16.00 CHF | 16.05 CHF | 5,000 | 5,000 | 4,972 | 4,972 | 79,623 CHF | 79,872 CHF | 99.45% | 99.45% |