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 | 0.18% | 16.34 CHF | 16.37 CHF | 12,600 | 12,600 | 12,589 | 12,589 | 211,534 CHF | 211,912 CHF | 100.00% | 100.00% |
15/05/2024 | 0.20% | 15.75 CHF | 15.78 CHF | 13,900 | 13,900 | 13,863 | 13,863 | 211,126 CHF | 211,543 CHF | 100.00% | 100.00% |
14/05/2024 | 0.20% | 15.23 CHF | 15.26 CHF | 13,900 | 13,900 | 13,900 | 13,900 | 208,574 CHF | 208,991 CHF | 99.30% | 99.30% |
13/05/2024 | 0.21% | 14.52 CHF | 14.55 CHF | 14,400 | 14,400 | 14,400 | 14,400 | 207,259 CHF | 207,691 CHF | 100.00% | 100.00% |
10/05/2024 | 0.20% | 14.76 CHF | 14.79 CHF | 14,200 | 14,200 | 14,200 | 14,200 | 214,850 CHF | 215,276 CHF | 99.99% | 99.99% |
08/05/2024 | 0.20% | 15.15 CHF | 15.18 CHF | 14,300 | 14,300 | 14,300 | 14,300 | 215,111 CHF | 215,540 CHF | 99.77% | 99.77% |
07/05/2024 | 0.18% | 16.74 CHF | 16.77 CHF | 12,600 | 12,600 | 12,598 | 12,598 | 213,202 CHF | 213,580 CHF | 98.36% | 98.36% |
06/05/2024 | 0.18% | 16.95 CHF | 16.98 CHF | 14,000 | 14,000 | 14,000 | 14,000 | 231,655 CHF | 232,075 CHF | 100.00% | 100.00% |
03/05/2024 | 0.21% | 14.91 CHF | 14.94 CHF | 14,000 | 14,000 | 14,000 | 14,000 | 202,647 CHF | 203,067 CHF | 99.86% | 99.86% |
02/05/2024 | 0.20% | 14.45 CHF | 14.48 CHF | 14,000 | 14,000 | 14,000 | 14,000 | 208,642 CHF | 209,062 CHF | 99.57% | 99.57% |