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 | 0.27% | 18.55 CHF | 18.60 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 91,464 CHF | 91,712 CHF | 100.00% | 100.00% |
15/05/2024 | 0.28% | 18.25 CHF | 18.30 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 89,239 CHF | 89,487 CHF | 100.00% | 100.00% |
14/05/2024 | 0.28% | 17.85 CHF | 17.90 CHF | 5,000 | 5,000 | 4,955 | 4,955 | 88,177 CHF | 88,425 CHF | 99.76% | 99.76% |
13/05/2024 | 0.28% | 17.80 CHF | 17.85 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 88,070 CHF | 88,318 CHF | 100.00% | 100.00% |
10/05/2024 | 0.28% | 17.65 CHF | 17.70 CHF | 5,000 | 5,000 | 4,960 | 4,960 | 88,039 CHF | 88,287 CHF | 99.38% | 99.38% |
08/05/2024 | 0.29% | 17.65 CHF | 17.70 CHF | 5,000 | 5,000 | 4,968 | 4,968 | 87,410 CHF | 87,659 CHF | 99.73% | 99.73% |
07/05/2024 | 0.29% | 17.70 CHF | 17.75 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 87,044 CHF | 87,292 CHF | 99.75% | 99.75% |
06/05/2024 | 0.29% | 17.40 CHF | 17.45 CHF | 5,000 | 5,000 | 4,947 | 4,947 | 85,597 CHF | 85,845 CHF | 98.61% | 98.61% |
03/05/2024 | 0.30% | 17.05 CHF | 17.10 CHF | 5,000 | 5,000 | 4,977 | 4,977 | 84,174 CHF | 84,423 CHF | 98.36% | 98.36% |
02/05/2024 | 0.30% | 16.55 CHF | 16.60 CHF | 5,000 | 5,000 | 4,969 | 4,969 | 82,294 CHF | 82,543 CHF | 99.52% | 99.52% |