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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.30% | 16.95 CHF | 17.00 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 84,097 CHF | 84,340 CHF | 100.00% | 100.00% |
16/05/2024 | 0.30% | 17.05 CHF | 17.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 84,112 CHF | 84,359 CHF | 100.00% | 100.00% |
15/05/2024 | 0.31% | 16.75 CHF | 16.80 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 81,841 CHF | 82,089 CHF | 100.00% | 100.00% |
14/05/2024 | 0.31% | 16.40 CHF | 16.45 CHF | 5,000 | 5,000 | 4,947 | 4,947 | 80,621 CHF | 80,868 CHF | 99.90% | 99.90% |
13/05/2024 | 0.31% | 16.30 CHF | 16.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 80,660 CHF | 80,902 CHF | 100.00% | 100.00% |
10/05/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 5,000 | 5,000 | 4,964 | 4,964 | 80,714 CHF | 80,962 CHF | 99.28% | 99.28% |
08/05/2024 | 0.31% | 16.15 CHF | 16.20 CHF | 5,000 | 5,000 | 4,974 | 4,974 | 80,075 CHF | 80,324 CHF | 99.59% | 99.59% |
07/05/2024 | 0.31% | 16.20 CHF | 16.25 CHF | 5,000 | 5,000 | 4,949 | 4,949 | 79,641 CHF | 79,889 CHF | 99.61% | 99.61% |
06/05/2024 | 0.32% | 15.90 CHF | 15.95 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 78,274 CHF | 78,522 CHF | 98.39% | 98.39% |
03/05/2024 | 0.33% | 15.55 CHF | 15.60 CHF | 5,000 | 5,000 | 4,977 | 4,977 | 76,761 CHF | 77,010 CHF | 97.24% | 97.24% |