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 | 0.29% | 17.30 CHF | 17.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 85,257 CHF | 85,504 CHF | 100.00% | 100.00% |
15/05/2024 | 0.30% | 17.00 CHF | 17.05 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 83,017 CHF | 83,265 CHF | 98.95% | 98.95% |
14/05/2024 | 0.30% | 16.60 CHF | 16.65 CHF | 5,000 | 5,000 | 4,961 | 4,961 | 82,063 CHF | 82,311 CHF | 99.68% | 99.68% |
13/05/2024 | 0.31% | 16.55 CHF | 16.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 81,844 CHF | 82,086 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 16.40 CHF | 16.45 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 81,871 CHF | 82,119 CHF | 99.27% | 99.27% |
08/05/2024 | 0.31% | 16.35 CHF | 16.40 CHF | 5,000 | 5,000 | 4,970 | 4,970 | 81,177 CHF | 81,426 CHF | 99.69% | 99.69% |
07/05/2024 | 0.31% | 16.45 CHF | 16.50 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 80,838 CHF | 81,086 CHF | 99.57% | 99.57% |
06/05/2024 | 0.31% | 16.15 CHF | 16.20 CHF | 5,000 | 5,000 | 4,948 | 4,948 | 79,429 CHF | 79,676 CHF | 98.45% | 98.45% |
03/05/2024 | 0.32% | 15.80 CHF | 15.85 CHF | 5,000 | 5,000 | 4,977 | 4,977 | 77,943 CHF | 78,192 CHF | 98.04% | 98.04% |
02/05/2024 | 0.33% | 15.30 CHF | 15.35 CHF | 5,000 | 5,000 | 4,972 | 4,972 | 76,083 CHF | 76,332 CHF | 99.19% | 99.19% |