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 | 0.12% | 17.32 CHF | 17.34 CHF | 63,000 | 63,000 | 31,696 | 31,696 | 541,911 CHF | 542,548 CHF | 99.98% | 99.98% |
15/05/2024 | 0.12% | 17.12 CHF | 17.14 CHF | 64,000 | 64,000 | 31,370 | 31,370 | 548,209 CHF | 548,840 CHF | 99.99% | 99.99% |
14/05/2024 | 0.12% | 17.84 CHF | 17.86 CHF | 62,000 | 62,000 | 32,039 | 32,039 | 549,798 CHF | 550,440 CHF | 99.99% | 99.99% |
13/05/2024 | 0.12% | 17.05 CHF | 17.07 CHF | 64,000 | 64,000 | 32,572 | 32,572 | 544,950 CHF | 545,603 CHF | 100.00% | 100.00% |
10/05/2024 | 0.12% | 16.40 CHF | 16.42 CHF | 66,000 | 66,000 | 31,595 | 31,595 | 532,420 CHF | 533,054 CHF | 99.99% | 99.99% |
08/05/2024 | 0.12% | 17.26 CHF | 17.28 CHF | 64,000 | 64,000 | 31,466 | 31,466 | 542,360 CHF | 542,990 CHF | 96.43% | 96.43% |
07/05/2024 | 0.11% | 18.04 CHF | 18.06 CHF | 62,000 | 62,000 | 30,508 | 30,508 | 552,989 CHF | 553,601 CHF | 97.61% | 97.61% |
06/05/2024 | 0.11% | 18.31 CHF | 18.33 CHF | 61,000 | 61,000 | 30,676 | 30,676 | 566,214 CHF | 566,829 CHF | 98.41% | 98.41% |
03/05/2024 | 0.11% | 17.77 CHF | 17.79 CHF | 62,000 | 62,000 | 30,567 | 30,567 | 552,397 CHF | 553,010 CHF | 99.84% | 99.84% |
02/05/2024 | 0.11% | 18.05 CHF | 18.07 CHF | 61,000 | 61,000 | 30,049 | 30,049 | 549,560 CHF | 550,162 CHF | 99.95% | 99.95% |