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 | 0.11% | 18.37 CHF | 18.39 CHF | 63,000 | 63,000 | 31,662 | 31,662 | 574,672 CHF | 575,308 CHF | 99.88% | 99.88% |
15/05/2024 | 0.11% | 18.18 CHF | 18.20 CHF | 64,000 | 64,000 | 31,337 | 31,337 | 580,554 CHF | 581,185 CHF | 99.88% | 99.88% |
14/05/2024 | 0.11% | 18.89 CHF | 18.91 CHF | 62,000 | 62,000 | 32,032 | 32,032 | 583,463 CHF | 584,106 CHF | 99.89% | 99.89% |
13/05/2024 | 0.12% | 18.11 CHF | 18.13 CHF | 64,000 | 64,000 | 32,571 | 32,571 | 579,359 CHF | 580,011 CHF | 100.00% | 100.00% |
10/05/2024 | 0.11% | 17.46 CHF | 17.48 CHF | 66,000 | 66,000 | 31,597 | 31,597 | 565,866 CHF | 566,499 CHF | 100.00% | 100.00% |
08/05/2024 | 0.11% | 18.31 CHF | 18.33 CHF | 64,000 | 64,000 | 31,454 | 31,454 | 575,320 CHF | 575,950 CHF | 96.39% | 96.39% |
07/05/2024 | 0.11% | 19.08 CHF | 19.10 CHF | 62,000 | 62,000 | 30,461 | 30,461 | 583,978 CHF | 584,589 CHF | 97.48% | 97.48% |
06/05/2024 | 0.10% | 19.36 CHF | 19.38 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 598,140 CHF | 598,754 CHF | 98.41% | 98.41% |
03/05/2024 | 0.11% | 18.82 CHF | 18.84 CHF | 62,000 | 62,000 | 30,567 | 30,567 | 584,297 CHF | 584,910 CHF | 99.83% | 99.83% |
02/05/2024 | 0.10% | 19.10 CHF | 19.12 CHF | 61,000 | 61,000 | 30,014 | 30,014 | 580,425 CHF | 581,026 CHF | 99.83% | 99.83% |