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% | 18.05 CHF | 18.10 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 89,146 CHF | 89,394 CHF | 100.00% | 100.00% |
15/05/2024 | 0.29% | 17.80 CHF | 17.85 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 86,929 CHF | 87,177 CHF | 100.00% | 100.00% |
14/05/2024 | 0.29% | 17.40 CHF | 17.45 CHF | 5,000 | 5,000 | 4,969 | 4,969 | 86,106 CHF | 86,355 CHF | 99.55% | 99.55% |
13/05/2024 | 0.29% | 17.35 CHF | 17.40 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 85,732 CHF | 85,980 CHF | 100.00% | 100.00% |
10/05/2024 | 0.29% | 17.20 CHF | 17.25 CHF | 5,000 | 5,000 | 4,960 | 4,960 | 85,677 CHF | 85,926 CHF | 99.38% | 99.38% |
08/05/2024 | 0.29% | 17.15 CHF | 17.20 CHF | 5,000 | 5,000 | 4,968 | 4,968 | 85,043 CHF | 85,292 CHF | 99.71% | 99.71% |
07/05/2024 | 0.30% | 17.20 CHF | 17.25 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 84,683 CHF | 84,931 CHF | 99.75% | 99.75% |
06/05/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5,000 | 5,000 | 4,947 | 4,947 | 83,267 CHF | 83,515 CHF | 98.45% | 98.45% |
03/05/2024 | 0.31% | 16.55 CHF | 16.60 CHF | 5,000 | 5,000 | 4,978 | 4,978 | 81,837 CHF | 82,086 CHF | 97.84% | 97.84% |
02/05/2024 | 0.31% | 16.10 CHF | 16.15 CHF | 5,000 | 5,000 | 4,969 | 4,969 | 79,931 CHF | 80,180 CHF | 99.49% | 99.49% |