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% | 17.60 CHF | 17.65 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 86,792 CHF | 87,040 CHF | 100.00% | 100.00% |
15/05/2024 | 0.30% | 17.30 CHF | 17.35 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 84,548 CHF | 84,796 CHF | 99.99% | 99.99% |
14/05/2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5,000 | 5,000 | 4,955 | 4,955 | 83,475 CHF | 83,723 CHF | 99.76% | 99.76% |
13/05/2024 | 0.30% | 16.85 CHF | 16.90 CHF | 5,000 | 5,000 | 4,953 | 4,953 | 83,373 CHF | 83,615 CHF | 100.00% | 100.00% |
10/05/2024 | 0.30% | 16.70 CHF | 16.75 CHF | 5,000 | 5,000 | 4,959 | 4,959 | 83,351 CHF | 83,600 CHF | 99.39% | 99.39% |
08/05/2024 | 0.30% | 16.70 CHF | 16.75 CHF | 5,000 | 5,000 | 4,968 | 4,968 | 82,700 CHF | 82,949 CHF | 99.73% | 99.73% |
07/05/2024 | 0.30% | 16.75 CHF | 16.80 CHF | 5,000 | 5,000 | 4,950 | 4,950 | 82,355 CHF | 82,603 CHF | 99.76% | 99.76% |
06/05/2024 | 0.31% | 16.45 CHF | 16.50 CHF | 5,000 | 5,000 | 4,951 | 4,951 | 80,985 CHF | 81,233 CHF | 98.51% | 98.51% |
03/05/2024 | 0.31% | 16.10 CHF | 16.15 CHF | 5,000 | 5,000 | 4,977 | 4,977 | 79,455 CHF | 79,704 CHF | 96.35% | 96.35% |
02/05/2024 | 0.32% | 15.60 CHF | 15.65 CHF | 5,000 | 5,000 | 4,969 | 4,969 | 77,574 CHF | 77,822 CHF | 99.51% | 99.51% |